She was a native of New York City???

Yes, it is. She comes from the city mentioned in your sentence.

Thank you for your answer,Mr.Karansardana

.....a native Can Tho City of Co Do district.....
Native is adjective so it comes before noun. You can't write adj, without now in any sentence.
By the way, Can Tho City is not a person. You can not use apostrophe in your sentence but use of is proper.
e.g. Miranda's shoes.
Products of Thailand.

Thank you for your answer,Ms Miranda Tik

Sorry, it should be ....a native Co Do district of Can Tho City .....

Do you mean like this?

"Nguyen Thi Diem Trinh, a native Co Do District of Can Tho City was found dead"
But,
"Nguyen Thi Diem Trinh" is the person's name.
"Can Tho" is the city's name.
"Co Do" is the District's name.
In fact, I just wanted to ask you whether that expression is normal or not.
By the way, no need "of"?
I think there should be a prep

There is a missing comma in the orignal sentence, which shoudl have been just before "was." That entire part -- a native of Can Tho City's Co Do District -- is an appositive.

There are two things Miranda has said that are incorrect:
In the original sentence "native" is a noun, not a

"Nguyen Thi Diem Trinh, a native from Co Do district of Can Tho city was found dead"

No, the original phrase "a native of X" is the correct, normal, and common way to say this.

Miranda Tik , there are so many words that can be used as different kind of part of speech."native" ends with -tive so you identify it as an adjective but it can actually be noun somehow.
For more example, "adjective" is an adjective but it is a noun as well.