Domestic goats can generally be found all around the world (except Antarctica) where they are kept as herd animals for their milk and/or their meat or their fibre. There are over 300 different species, and they come from the wild root stock that originated in Asia and Europe.
The Wild Goats are generally found in Asia, Europe and the Middle East. There are a number of related animals, like sheep, antelope and the like, but the true goats are found in the wild in those locations. Note that the Rocky Mountain goat is not a true goat, but is a relative.
There are links below to the two related Wikipedia articles so you can read up on these critters. Oh, and if you've never seen the so-called fainting goats (myotonic goats), we've put in a link to a YouTube video so you can watch then "in action" when they just fall over after being frightened.
Like almost every other domestic animal, goats need some kind of shelter where they can get out of the cold, wind, rain or snow. With nice soft, clean bedding, clean water and plenty of good hay or a large pasture for forage. Keep in mind that goats are herd animals and are always happiest when kept with at least one of their own kind. If that is not possible putting them with another herbivor will keep them busy and less lonely. Goats and horses love rooming together. Some race horses won't run if they are separated from their goat. The famous race horse Seabiscuit was not one of them though. He was given his own goat to keep him company and to calm him down. Poor little Whiskers lasted just seconds in the stall with the fractous horse when the Biscuit literally threw him out.
goats live sometimes in mountains i think farms too and that's all i think