The Queen of Sheba came from the land on the western edge of Arabia along the coast of the Red Sea in what is the area of Yemen today. Assyrian texts record several kingdoms in this area during the 700-800’s BC. The people of Sheba were Sabeans who may have been descendants of Abraham and Keturah (Gen. 25:1-3) who Abraham sent to the East away from his son Isaac (Gen. 25:6). Between the days of Abraham and Solomon the Sabeans (who were identified as raiders in the east in northern Arabia in Job 1:15) moved from the area of northern Arabia to southwest Arabia to what became known as Sheba (map here), which is today known as Yemen. (map here ).
Assyrian cuneiform inscriptions show that there were several queens who ruled Sheba for the Sabean people and large tribal confederacies from 900-700 BC (details here). There is frequent mention of female rulers among the Arab people in Assyrian inscriptions and also queens who served their king as diplomats to foreign countries.
The Queen of Sheba’s interest in Solomon was likely sparked by Solomon’s operations at the Gulf of Aqaba on the Red Sea. Solomon’s ships sailed south from Ezion Geber down the Red Sea and along the African and Arabian coast possibly reaching India. (1 Kings 9:26-28) Josephus writes:
“The king built many ships in the Egyptian Bay of the Red Sea, in a certain place called Ezion-Geber…This country formerly belonged to the Jews, and became useful for shipping from the donations of Hiram, the king of Tyre; for he sent a sufficient number of men thither for pilots, and such that were skilful in navigation; to whom Solomon gave this command; that they should go along with his own stewards to the land of old called Ophir, but now the Aurea Chersoneus which belongs to India, to fetch him gold. And when they had gathered four hundred talents together, they returned to the king again.” (Josephus, Antiquities of the Jews, book VIII, Ch.VI, section 4) (map)
The Queen of Sheba clearly came on a mission to open trade with Solomon and to inquire of him in order to gain insight into government policy, international trade practices, economic management principles and to find out further information concerning Solomon's God who the queen seems to already be familiar with. (More details here)