If there is not a mosque in the town that a Muslim is living where do they do there worshiping ?

They normally meet at a person's house in the community- sometimes it rotates. Guys take turns doing sermons or they just decide on one guy. Generally this is only for friday prayers, since you probably wouldn't open your house up to people any time during the week like a regular mosque.

I think it's okay not to go to a mosque, I never go there even though there is one in my city. I mean, my house is a building made of the same material as a mosque, why wouldn't you be able to pray there ?

I remember that going to a mosque was a habit of the prophet, so it's a good thing to do but it's not mandatory.

At their home. A mosque is about as required in Islam as a Church is in Christianity. Praying and speaking to God is required, not their place of worship.

They worship by setting their wristwatches and praying to Mecca three times an hour.

In their own home.