You would need to express this question in two parts:
1. "Where" in Mandarin is 哪里 (nǎ lǐ)
2. "Are you from" in Mandarin is 你来自哪里 (nǐ lái zì nǎ lǐ)
So the full phrase would be: 你来自哪里? (nǐ lái zì nǎ lǐ?)
This literally translates to "You come from where?" but it conveys the meaning of "Where are you from?"