Can you be in your country police officer and soldier?

Yes. You can be a member of the armed forces, and then go into the Reserves, which are a volunteer force. Reserve units can hold down normal jobs,(such as police officer), just as long as their employers understand that reserve military need to have two weeks off every year to freshen up their training, and that they may be called to active duty. They need an employer who will take them back in that eventuality.