Mexico is included, as is Canada. Canada is on the pictured chart 2nd from bottom, Mexico isn't as it had too few deaths (2). It's definitely not uniquely american anyway, but I'd safely say that it's disproportionately so when compared to the other OECD countries as a whole.
What constitutes a rampage killing is the biggest question. Buggered if I know, despite everyone describing them as OECD Rampage Shooting Index data or similar there's no OECD page on it and the chart sourcing for the total deaths is to a now defunct page. Presumably it involves mass (well, it includes some single death incidents so go figure) gun violence which has no 'criminal' intention except for the act itself, ie cannot be because of drug cartels fighting over territory or similar but the sole criminal act has to be the commission of the mass shooting.
Not in the chart, just in thinking that only happens in the US. Just wonder how many corpses you have to pile up to get the Rampage achievement. I would guess 5, myself