Where did Nicholas N. Wilkinson come from ?

My grandmother told me that he had been in the British army, serving in India and then went AWOL and came to America.. At least I think that was him

On his death certificate, it says his mother and father are unknown.

Did he grow up in an orphanage?

How do we figure out where he came from ?

I tried looking him up on the Ellis Island website (www.ellisisland.org ) but found nothing there