The United Nations does not make up a government?

No, it is not a government. It is an organisation of sovereign states, who get together and decide on collective action in areas of concern. The only case in which a state's sovereignty may be infringed is if it is seen to be a threat to international peace; that decision can only be taken by the security council - a sort of a high-powered club of nations. The veto-holding nations (i.e. those who can block a proposal to e.g. bomb a nation) are France, Russia, USA, Great Britain, China. There are non-permanent members of the Security Council, but they don't have veto power. The jist of it is that the UN does not have the power to legislate/govern in other countries except in some very extreme circumstances - such as when there is a failed state (Afghanistan, Somalia); or where there is imminent threat to world peace (Gulf War I, but not Gulf War II). But more significant is the UN's good work through the international agencies, contributing to economic development globally, such as UNICEF (the UN children's fund), UNCTAD (the UN's trade and development body), the World Health Organisation (which has helped stop many epidemics before they enter the US or Europe).