Hi Lianda,

You would say "J'habite au Cap-Occidental en Afrique du Sud."

Hi Swastik,

We say "au" as the name of this place is "Le Cap-Occidental". "Au" is the contraction of "à" + "le".

You can get more information here: À + le = au, à + les = aux, de + le = du, de + les = des (French Contracted Articles)

Hope this helps!

Marie