War elephants were used in India as early as the 4th century BCE (and probably earlier), and it is from there that Alexander the Great first saw them during his conquests. His successors would use them sporadically in battle, and got them both from India and from Africa (probably from the lands south of Egypt via the Red Sea). They were most commonly used by the Hellenistic dynasts in the Near East and Egypt, though the Macedonians used them on some occasions. From there, their use spread to the Romans, who flirted with their use as war machines briefly. They had ceased to be used in battle in Europe by the 1st century BCE (I don't know about in India). You can read about the Roman involvement with War Elephants in my previous post here.