All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
No doubt that people who live in the West face great sins and encounter much temptation. So, those who have the necessary amenities for life in the country where they live should not emigrate unless they are compelled to emigrate to the land of the Non-muslims. The inquirer should leave that country and emigrate to a Muslim land.
Anyway, the Muslim is ordered to remain chaste and never have any relation outside wedlock. If he does not have the ability to do so, then he should occupy his time by fasting and performing other forms of worship as much as possible. He can occupy himself with seeking beneficial knowledge and indulging in mental activity that preoccupy him from thinking about women.
Allah knows best.