I think you are right, Winx. Of course, the Koopa do have an original homeland, but for so very long, they have been nomadic. In each game, they set up camp in a new place. Be it in the middle of the Mushroom Kingdom, in the firey depths of Dark Land or the caves of Dinosaur Land. Each time, a new headquarters. All they are known for (among the good guys) is their black magic and the trouble they cause everywhere they go.
But, if I had to venture a guess, I'd say that they are originally from Dinosaur Land. Koopas could pass for "Dinosaurs" (of course, there aren't any *real* dinosaurs in the Mushroom World, just large reptilian monsters. Reptilian monster? Sounds like a koopa to me). Dinosaur Land seems to have the sort of environment koopas like. Lots of islands, beaches, and dark caves. And, before SMW, Mario and company didn't know much about Dinosaur Land, aside from that fact that it would make a good vacation spot. The Koopa could have been hiding out there for years, undetected. And, as you pointed out, Bowser grew up there.
I think that Dark Land was just a temporary hide out for the Koopas. They used it because it would be hard for Mario to reach, with harsh climate and difficult terrain.
-TurtleTek
http://turtletek.botic.com