Where did it came from?

Medieval and early modern Europe. The Middle Ages saw a huge rise in popularity of annual Shrovetide football matches throughout Europe, particularly in England. An early reference to a ball game played in Britain comes from the 9th century Historia Brittonum, which describes "a party of boys ... playing at ball".

Which country first played it?

England invented a game close to football in the mid 19th, even if the Chinese claimed that thy have played it centuries before them. Contrary with your mind, the game is called "football" because it is not played on horseback.

Who invented the game?

The one known as Walter Camp made the transition from rugby to football, well known as the "Father of American Football".

Here are some pictures from then on.