No. You can relocate to any country of which you are a citizen. You have to immigrate to any country of which you are not a citizen.
I am able to live in many different countries because I hold both German and South African citizenship. That's because German is a members of the European Union, and part of the many benefits of the EU is that citizens of one country can live in all other member countries without membership.
I had to immigrate to America because I do not have American citizenship.
You can only live and work in another country if you have a visa of one type or another.
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