according to:
link

Heather Morris' character Brittany, is a Dutch-born exchange student! So I knew about her being dutch born from the episode where Sue gets Quinn to make Puck and Brittany feel like minorities and Sue mentions it then! but has it ever been mentioned that she's an exhange student?

this is what the website said:
'The segundo episode, on Sept. 28, will revolve around pop icono Britney Spears and her strangely symbiotic, spiritual relationship with Glee's Dutch-born exchange student and cheerleader Brittany, played por Heather Morris.'