Well...they came from Latium...The Latins were an Indo-European speaking people who settled in Latium after the period of Indo-European migration. Roman tradition was that the Latins originated from a union between the autochthonous aborigines and Aeneas' Trojans, but archaeologically it's quite clear that no outside influence was responsible for the development of the Latins, and that the cultural identity of the people originated in Latium without foreigners. Technically speaking the Latins, like all Indo-European speaking Italic peoples, probably migrated from somewhere further inland, but we do not know from where and we do not treat Iron Age Indo-European speakers as being anything but autochthonous