Jacob and his family were living in the land of Canaan when Joseph was was left in a pit by his brothers and sold into slavery in Egypt. I have attached a couple of maps of ancient Canaan so that you can see its geographical area. One of the maps, from National Geographic, shows the modernday land divisions and indicates key biblical sites.
The Hebrews did not go into Egypt because of Joseph's capture. There was a terrible drought and famine in Canann, so Jacob sent his sons to Egypt to buy grain. They all believed that Joseph was long dead and were very surprised to discover that he had become an important and powerful person in Egypt. Joseph had becoame known as an interpreter of dreams, and pharoah released him from slavery to be vizier over grain disbursement. It was because of his brothers' jealousy, which led to his enslavement, that Joseph was free to save his family from the famine.
Genesis 37:1 says, "Jacob dwelt in the land of his father's sojournings, in the land of Canaan." (RSV) Canaan was the area of land along the southeastern coastline of what we know now as the Mediterranean Sea. The area that was called Canaan in the Old Testament is part of the area occupied today by Israel and Lebanon. Cities shown on my map of that part of the world at the time of the Exodus include Gaza, Ashkelon, Jerusalem, Megiddo, Acco, Tyre, and Sidon. Looking at my modern map of that part of the world, all of those cities are still in existence with only minimal changes in the spelling of some names to accommodate changes in languages over thousands of years.