In reply to:
most of the people from SE Asia are Caucasian.
"Caucasian" refers to the Caucasus mountain range, which forms the northern border of Georgia (the country, not the US state). Its standard use is for white European people, on the theory that they originated in the Caucasus, which may or may not be true. Use of it for the peoples of South-East Asia is idiosyncratic, to say the least.
In reply to:
did you know in australia they call people from the southern states mexicans?
No, they don't.