I believe they are worldwide, so once you are certified, you are certified for any position any where.
There are several .NET certifications that I know of, the two most popular are MCAD (Microsoft Certified Application Developer), MCSD (Microsoft Certified Solution Developer).
You specifically asked about the MCPD (Microsoft Certified Professional Developer) aka, the Web Developer, which is no longer maintained and instead if you haven't done any of the exams, you should work on your MCSD, which replaced the MCPD.
You can find ALL sorts of books that will help you prepare for these exams (the exams are usually between $100 and $150 each).
Best of Luck to you.