Question: I know that most of the people use "I belong to ABC" but I have seen "He is hailing from Mardan". So, Is there any difference?

Also, can I say "I belong to Swat" or "I belong to Mingora"? Swat is the name of my district while Mingora is the city where I live.

Answer: 
You do not "belong to" a country.   

It is possible to say: "I belong here", meaning: I feel at home here and I will always live here.   

"Hailing from" is formal and also a little bit old-fashioned.   

"I am from" remains the best option, and also "I am originally from..." if you want to give the idea of origins/ roots.
I hail from Swat vs I belong to Swat

If you want to say that some place is your place of birth, or the place where you live, you usually use the phrasal verb "come from'. For example:

I come from Swat.

You can also use the phrasal verb "hail from" instead, but it's usually used in formal English.

As for the use of the phrase 'belong to' in this sense, it's correct grammatically, though old-fashioned. It's true that we usually use this phrase in this sense in Pakistan.