Muslims can live in any place and in any country. However, there are some basic Islamic rules about migration, which differ according to the circumstances in one s country and in the prospective country.
Muslim Shariah scholars have divided hijrah, or migration, into four categories: fard (obligatory), haram (forbidden), makruh (disliked), and mubah (permissible).
Immigration is fard when you are forced to change your religion and cannot freely establish your faith in your location, in such case you have to move to another area where you can worship Allah without restraint.
It is haram to immigrate for an evil purpose, to corrupt your faith, or to cause mischief in the land.
It becomes makruh if you feel your religion will come under great risk (in the new land). It is not recommended for Muslims to migrate to the lands where their and their descendant’s religion might be at risk.
And it is mubah if you make sure your faith will remain strong and you will benefit from the new location you want to move to.
Therefore, before you immigrate to any country, you have to make sure your faith will be solid and that you will be able to keep the religious identity of your children safe in face of temptations and evil surroundings. If you are able to do this, then you can move to any place you want.