Proto-Indo-Europeans speakers lived on Near-Eastern Homeland
Over time, the Proto-Indo-European homeland ranged from eastern Anatolia to the southern Caucasus and Northern Mesopotamia. In present-day terms, this includes Turkey, Armenia, Azerbaijan, Georgia, Syria, and Iraq.
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In order to decipher where the Proto-Indo-European (PIE) speakers lived, many scholars have first hypothesized what this language looked like. In order to accomplish this, linguists use a process called reconstruction, which can allow them to establish the vocabulary and grammar of unattested--or undocumented--languages. One method of reconstructing is known as the comparative method, which is used to illuminate the features of a common ancestor language (or protolanguage) using two or more of its descendant languages. In the comparative method, linguists use lists of cognates, which are words in several descendant languages that come from the same ancestor language; English "hound" and German "hund" are cognates, for example. Using these cognate lists along with research on how sounds in language typically change over time, linguists then attempt to posit the appropriate form of the word in the ancestor language. However, linguists may be unable to produce an ancestral form if they do not have enough evidence; there may not be enough cognate words documented, for example. Therefore, the comparative method does not always work, but it is useful in helping scientists theorize about what an ancient language may have looked and sounded like. The comparative method is essential for locating the Proto-Indo-European homeland because reconstruction allows scientists to understand the vocabulary of the PIE language. For example, if an ancient language has many words referring to sand and dry ground but no word for 'snow,' it is safe to assume that the speakers of this language lived in a hot, desert-type environment rather than in a forest or on a mountain. Additionally, if an ancient language has words for specific types of animals or plants, linguists can work with ancient zoologists and botanists to triangulate where its speakers may have lived based on where those animals and plants were located long ago.
The Proto-Indo-European (PIE) homeland was originally south of the Caucasus mountains around present-day Armenia around the fourth and fifth millenia BCE, from which the speakers of the descendant Indo-European languages spread further afield into Europe and Asia. This is the only hypothesis that can adequately account for the ancient language contact between PIE, Caucasian languages of the Kartvelian family, and Semitic languages; the other two main theories do not place the PIE homeland close enough to either of these other two families for this to be possible. Finally, there is a great deal of mountain-related vocabulary in PIE, so its speakers must have lived in a mountainous area, for which the Near-Eastern model is the only logical explanation. Genetic and archaeological evidence also supports this hypothesis. The spread of ancient populations into the Middle East, for example, can be traced back to the south Caucasus area through not only genetic markers but also material remains (such as pottery and metallurgy) and catacomb-style burials.
This hypothesis is problematic for several reasons. From a linguistic perspective, the Near Eastern model fails to adequately explain why the Anatolian language family, a descendant of PIE, has a notably different structure and vocabulary than other ancient Indo-European languages; in order to achieve this difference, the Anatolian family would have had to separate first from PIE and develop on its own, but the Near Eastern model cannot account for this. Additionally, due to archaeological evidence, some researchers have noted that placing the PIE homeland south of the Caucuses forces the spread of PIE descendant languages into Europe and Asia to be too late--that is, chronologically implausible. Finally, the so-called genetic signature that some researchers have associated with speakers of PIE and their descendants is also found in populations that are definitively not Indo-European at all, making it difficult to differentiate which people spoke which languages.
Rejecting the premises
More on the Near Eastern model and PIE in general: https://www.google.com/books/edition/IndoEuropeanLanguageandCulture/bSxHgej4tKMC?hl=en&gbpv=1&dq=indo-european+language+and+culture&printsec=frontcover