In "Hills Like White Elephants," the reader does not learn where Jig is from. The author provides few clues that would help the reader figure out her origin. She is probably from an English-speaking country, perhaps England rather than the United States. She does not seem to be from Spain.
Ernest Hemingway's story is notable for the scarcity of information about the two protagonists, including their exact relationship. While the man is sometimes referred to as the American, no specific country designation is applied to the girl. The reader does not learn the man's name, and the name by which he addresses her, Jig, is probably a nickname or pet name that is uniquely meaningful to them. As a jig is an Irish dance, he may be implying that she is Irish.
The scant clues to the girl's place of origin are primarily related to language and also concerned with culture. The reader may confidently conclude that she is not from Spain, as she does not understand what the waitress is saying. Along the same lines, she is unfamiliar with an advertisement for a Spanish brand of alcohol that the man easily identifies.
English is almost certainly her native language. Jig and the man converse in English, and she seems to be not merely at ease speaking this language but also proud of her facility in creating imagery based on an idiom in English. Her repeated references to the white elephants that the hills remind her of is evidence of this facility on her part. As the idiom had become commonplace decades before the story's setting, her use does not point to her origin in a specific English-speaking country.