"When in Rome, do as the Romans do" , It's referring to the customs. When you are visiting a foreign country you have to follow the customs of those who live in it. It can also mean that when you are in an unfamiliar situation, you should follow the lead of those who know the ropes.

It's essential. If more people stick to this rule, there wouldn't be as many problems in many countries with immigrants.

It is good advice. Going to a new country and trying to function in your native ways will not often result well. People may even find it insulting that you go and try to change their ways. Sadly, a lot of people don't take this advice when traveling (Some Americans are particularly bad about this, and give the rest of us a bad name).

We have to adapt to country we live in and it is correct expression.

About the history and origins The Saying: WHEN IN ROME, DO AS THE ROMANS DO. Who Said It: St. Ambrose When: 387 A.D. The Story behind It: When St. Augustine arrived in Milan, he observed that the Church did not fast on Saturday as did the Church at Rome. He consulted St. Ambrose, bishop of Milan, who replied: "When I am at Rome, I fast on a Saturday; when I am at Milan, I do not. Follow the custom of the Church where you are." The comment was changed to "When they are at Rome, they do there as they see done" by Robert Burton in his Anatomy of Melancholy. Eventually it became "When in Rome, do as the Romans do."