Does cheese really come from Wisconsin?

No. The United States didn't even exist when cheese was invented.

The oldest evidence of cheese dates back to what is now an area called Lake Neuchatel, which is part of Switzerland today, back in sometime around 5,500 BC. Archaeologists have uncovered there the earliest cheese making instruments and have found genetic/DNA/Microscopic evidence which you would expect to find in cheese. Although the exact location of its origin is disputed because we have also found similar evidence across the middle east.

Although Wisconsin did not invent cheese, it does make lots of it, in many varieties.