From what I know, This is usually used as a patriotic expression. For example, If someone insults me by telling me to leave the country, I might say, "भारत मेरा घर है ! मैं नहीं जा रहा हूँ !" Which roughly translates to "India is my home! I am not leaving this country".
I wouldn't suggest using this to express which country you are from. You would rather say- मेरा देश (insert country) है or मैं (insert country) से हूं.
Forgive me if I am wrong, for Hindi is 3rd language. I am from South India. My first language is Tamiḻ (தமிழ்).