Translation guide
The country name 'Russia' is expressed in Japanese as ロシア (Rosia), a katakana loanword. This is the standard and most common way to refer to the country in all contexts.
Referring to the country Russia
Standard Japanese word for Russia. Used in all contexts: news, conversation, formal writing.
ロシアは広い国です。
Russia is a large country.
彼はロシアから来ました。
He came from Russia.
Ateji (kanji used phonetically) for Russia. Rarely used today, mostly in historical contexts or for stylistic effect. The reading is the same as ロシア.
Using 'Russia' to mean 'Russian' (adjective)
To say 'Russian' as an adjective (e.g., Russian food, Russian government), attach の to ロシア. This is the most common way to form the modifier.
ロシア料理が好きです。
I like Russian food.
ロシアの首都はモスクワです。
The capital of Russia is Moscow.
I am studying Russian literature.
Loanword from English 'Russian', used in some compound words like ロシアンルーレット (Russian roulette). Not a general adjective.
ロシアンルーレットは危険です。
Russian roulette is dangerous.