North Korea's military is perfectly designed to invade and occupy South Korea, but of course that would not get them much benefit since SK's wealth is in it's people and business relationships with the rest of the world.

NK could not invade much anywhere else and occupy that territory for very long, without getting their collective asses kicked.

They also don't have the ability to mount one of their nuclear weapons on an ICBM, and deliver it to anyplace that would threaten us. But what they do have is a navy and also plenty of cargo ships. They could very easily react to a missile shoot-down by placing a few of their nukes inside shipping containers, and then sailing them into San Francisco bay, Honolulu, and Long Beach for simultaneous detonation.

For some silly reason, people are fixated on missiles. (Yes, I know they look great in a parade.) I suspect it's a phallic thing. Shipping containers are much more reliable, and way, way cheaper.