Where did Micah prophesy that Jesus would be born?

It clearly does.

Micah 5:2 (King James Version)2But thou, Bethlehem Ephratah, though thou be little among the thousands of Judah, yet out of thee shall he come forth unto me that is to be ruler in Israel; whose goings forth have been from of old, from everlasting.

Jesus clearly is the only one who has been 'from everlasting'. Some prophecies also have a multiple level of meaning. Thus, although some details may be fulfilled in a time relatively close to the time, other remain to be fulfilled later such as when Jesus was born in Bethlehem.

The Jewish scribes of Jesus' own day clearly saw this as a prophecy which spoke of the Messiah being born in Bethlehem, hence their to Herod in Matthew2:6.

Micah 5 verse 2 does not prophesied the advent of Jesus for the follwing reason;

1."Bethlehem Ephratah" in Micah 5:2 refers not to a town, but to a clan: the clan of Bethlehem, who was the son of Caleb's second wife, Ephrathah. see 1 Chronicles 2:18, 2:50, 4:4.

2. Micah 5:2 does not refer to the Messiah, but rather to a miltary leader, as can be seen from verse 5:6. This leader is supposed to defeat the Assyrians, which, Jsus never did.

5:6 And they shall wste the land of Assyria with the sWord, and the land of Nimrod in the entrances thereof: thus shall he deliver us from the Assyrian, when he cometh into our land, and when he treadeth within our borders.