Nope. There's no need for writing school, no need to live near the US center of the publishing industry, at least not yet.
First, write a book, minimum 60,000 words. If you feel the need, you can warm up with short stories, but the skill sets are not the same, and novels is where the serious money is for the lucky and best.
You can work full time somewhere with a low cost of living, write that novel in your free time, and I guarantee you that six months from now, you'll know whether you've got it in you to write.
Essentially, if you write every single day, including the days you're uninspired, sick, hung over, super busy, really depressed, traveling, newly in love, tired, working overtime, worried about your dog, moving, recovering from an injury, spending a holiday with family, and every other excuse, then you might be okay at this--or you might not. But if you can't bring yourself to write daily, you might as well not even dream.