Is it OK for me to go to the US to marry him as I have a US visitor visa or let him come to my country to marry me?

Best wishes with your plans to become married. A visitor's visa requires a foreign national to have an intention to enter the U.S. only temporarily and then return home; if a person enters the U.S. with the intention of becoming married and then applying to become a Permanent Resident, the USCIS may deem the entry with a visitor's visa to have been fraudulent, with a risk of very harsh consequences. If a foreign national genuinely intends to visit and spend more time with a boyfriend in order to then make a decision about whether to become married, that may not be incompatible with use of a visitor's visa, however. Alternatively, if a decision already has been made to become married, it would be possible to apply for a fiance visa that would permit entry into the U.S. for the purpose of then getting married within the required time, and then applying for a marriage-based adjustment of status. Yet another alternative would be for a couple to become married abroad and then plan to pursue consular processing for the foreign national to go to the U.S. and to become a Permanent Resident. It would be wise for you and your boyfriend to consult with an immigration attorney who, after learning all of the relevant details, could advise about immigration eligibilities, options and strategies, and then could offer legal representation in the often quite complex application process.