Bienvenue dans mon...
You would then add the specific location or thing you are welcoming someone to, for example:
* Bienvenue dans mon appartement. (Welcome to my apartment.)
* Bienvenue dans mon jardin. (Welcome to my garden.)
* Bienvenue dans mon pays. (Welcome to my country.)
You can also use Bienvenue chez moi (Welcome to my home), which is a more general and friendly way to say it.