I'm from Rome 和 I'm Roman
(I know what is the difference, but I don't know which one is connected with Italy) 的差別在哪裡？如果不好說明，請提供一些例句。

with cities (such as Rome) we tend to use "from" (not an adjective) because most cities don't have a well-known adjective form.

also, Roman has another meaning - related to the roman empire. therefore "i'm roman" could also mean "i am from the roman empire" but people would understand what you mean