when in Rome (do as the Romans do)
when abroad or in an unfamiliar environment you should adopt the customs and behaviour of those around you so you blend in and avoid offending the local people
The phrase "when in Rome, do as the Roman's do" is first used in medieval Latin "si fueris Rōmae, Rōmānō vīvitō mōre; si fueris alibī, vīvitō sicut ibi" which means “if you should be in Rome, live in the Roman manner; if you should be elsewhere, live as they do there”. The phrase is attributed to St Ambrose.