Incorrect: I come from Italy.
Correct : I am from Italy. (reason??)
Incorrect:I am in Bahamas since last week.
Correct: I have been here since last week.
Incorrect: Complete your work 'I did my job.'
correct: I have already done my job. (Reason)
"I am in the Bahamas since last week" is incorrect because we do not use the present simple with "since".
I am in the Bahamas.
I have been in the Bahamas since last week.
I will be in the Bahamas for another week.
As Gillnetter said, there is nothing wrong with "I come from Italy". When talking about your nationality or origins, it is no different from "I am from Italy".
Remember - correct capitalisation, punctuation and spacing make posts much easier to read.
Further, I'd add that 'I have been in the Bahamas since last week' - while correct - is not the most likely form.
I have been in the Bahamas since last Tuesday.
I have been in the Bahamas since some time last week.
But, while one could imagine a context that would justify ' I have been in the Bahamas since last week' I'd normally expect something like I have been in the Bahamas for a week..