Where someone is from
To give someone's nationality, use ser + a nationality adjective: Ella es mexicana. Spanish capitalizes country names — México, Colombia — but nationality adjectives are always lowercase: mexicano, never Mexicano.
From country to nationality
Most nationality adjectives are built from the country name and end in -o:
These agree like any other -o adjective: -o for a man, -a for a woman, and -s for more than one person — mexicanos, mexicanas. Note brasileño, with the ñ you know from niño.
The adjective for the United States (Estados Unidos) is estadounidense. Adjectives in -ense are invariable, like inteligente or amable: one form for both genders, adding only -s in the plural.
In Latin America, estadounidense is the precise word for people from the United States — América is the whole continent, so americano can mean anyone from it.
Asking about it
The noun is la nacionalidad. Ask directly with ¿Cuál es...?, or ask where someone is from with ¿De dónde...? + ser: