In history it is known that Africans where generally used has sleves. We all know that the slave trade was abolished by Abraham licoln in 1863. The blacks were used as slaves basically because civiliztion didnt come early enough to the blacks. and majority of the black nations were colonized by the whites.
It was known that they were Africans because of their colour
We know that the slave in the question is from Africa because in the poem we can find both subtle and direct refrences to the birth place of mankind (another name for Africa).
A very direct refrence to Africa is to be found in mentioning the river Niger (the principal river of Western Africa).
"Again, in the mist and shadow of sleep,
He saw his Native Land.
Wide through the landscape of his dreams
The lordly Niger flowed;
Beneath the palm-trees on the plain
Once more a king he strode;
And heard the tinkling caravans
Descend the mountain-road."
In addition, animals that dwell exclusivesly in Africa are mentioned in the poem such as lion and hyena:
"At night he heard the lion roar,
And the hyena scream,
And the river-horse, as he crushed the reeds
Beside some hidden stream;
And it passed, like a glorious roll of drums,
Through the triumph of his dream."
More subtle refrences to the dark continent would be mentioning of drums, palm- trees, caravans and things like that.
Finally, the author was an American poet. I think it is safe to assume that he wasn't talking about some distant land but about what happened in his own. I think you will easily find some data on the history of slavery in USA. To make a long story short, Africans were taken by force from their native continent to be sold as slaves in the USA. The longing for homeland the Africans must have felt is well described in this poem. I found it to be very moving.