Why does Dr. Tamba say “When you are in Rome, you do as the Romans do.”? What does he mean?

Ishmael really doesn't know what to eat in New York. Dr. Tamba suggests that Ishmael will have to eat what everyone else does in America.

I asked Dr. Tamba if he knew where we could get some rice and fish stew in palm oil, some cassava leaves or okra soup. He smiled and said, “When you are in Rome, you do as the Romans do.” I should have brought my own food from home to hold me until I learn about the food in this country, I thought as I drank my glass of orange juice.