Where is the surname 魏 usually live? My dad is trying to find his ancestors.

Hello, Lily.
This surname has a long history in China, so it developed and changed a lot in the history.
It first came out in the north part of Henan Province and south part of Shanxi. Later, in Tang Dynasty, this surname went in to the south part of China, such as Fujian. In Qing Dynasty, this name is famous among the world, because many Chinese people went abroad at that time.
So if your dad need to find his ancestors, you and your father need to work hard on it.