A person leaves his native country to settle in another is called -

• Emigrant (প্রবাসী) - A person leaves his native country to settle in another  

অন্যদিকে,
• Immigrant (অভিবাসী) - A person coming to a foreign land to settle there
• Traveller (পর্যটক)- A person who is travelling or who often travels
• Contemporary  সমসাময়িক) - A person living at the same time with another

সহজে মনে রাখার সুবিধার্থে - 
The word immigrant is used when talking about the country moved to.
Emigrant is used when talking about the country moved from.