The question is asking "where", (not what, or who), therefore the correct answer should be: " He is from Brazil ...but I've heard he has Italian roots".
The question word does not affect the tense of the response. All of these are possible:
I hear he has ... I've heard he has .... I heard he has ... I heard he had ... 'He's Brazilian' is a possible answer in conversation to 'Where's he from?'