When in Rome, do as the Romans do.
This saying means that when you are in a new place, you should follow the customs and practices of that place. It is a way of saying that you should respect the culture of the place you are visiting.
In a broader sense, this phrase can be applied to any situation where you are in a new environment. It can mean that you should adapt your behavior to fit the situation, or that you should learn from and respect the people around you.