I'll assume you don't have AHD.
There are three ways to annex a country with: "Restore Order", "Conquest" and "Establish Protectorate".
The first requires cores on every single province that the country in question has, and costs no infamy. The Dutch have cores on every Belgian province, so they will use that on the Belgians.
The AI never uses the second. It costs 20 infamy, and can only be used on one-state countries, such as Krakow or Modena.
The third can be used on any one-state uncivilised nation, such as Zulu, and after Nationalism and Imperialism (?) can be used on any uncivilised nation with between one and five states, such as Dai Nam. It costs 8 infamy, and is presumably what the Portuguese are using on the Zulus.
None will allow you to annex a country without occupying every province, as they each require 100 warscore - the maximum.