Preferably, indicate your willingness to relocate for a position in the summary section of your résumé by specifying your relocation availability or preference. Your cover letter is the perfect place to further explain your situation.
If you deem it necessary to discuss during the interview, then wait until the end of the interview when they ask if you have any questions. If it is mandatory that you live in a different city or country, then mentioning this at any time in the interview from an employer’s perspective equates to additional cost and time, which can make you a lower priority compared to other qualified, local candidates.
If relocation is a preference, then your priority should always be to sell employers on your skills, experience and the value that brings — regardless of your location.