If you're a native English speaker it may help to point out that while "στα βόρεια" does literally translates as "in/to the north" and the differences Troll points out between that phrase and "στον βορρά" are accurate, there are many times where the more natural phrase in English would be different.
So using Trolls example sentences:
"Sweeden is in the north" should make perfect sence to an English speaker
But the translation of "Bulgaria is in/to the north" might be more naturally said: "Bulgaria is up north" the enphasis being on where it is relative to you.
To give it all American context:
From Miami you would say "Jacksonville είναι στα βόρεια" (ie: It's north from here) But, "New York είναι στον βορρά" (ie: NY is in The North the geographic region)