There is no “right” to travel onto someone else’s property without permission of the owner — and by extension, no one has the unlimited “right” to enter a given nation. Such a “right” is a privilege or permission.
The freedom of movement (and by extension the right to migrate) is not the right to trespass; it is the right to move unmolested by the government if one is not violating the rights of others. Similarly, the right to property is not the guarantee to own property, but the right to own the property that one has honestly produced or acquired through voluntary trade. The government will neither aid you in your movement (by providing you with transportation) nor will it bar your way (so long as you are not violating the rights of others).
Under capitalism, the government’s only concern in regards to immigration (or emigration) is that the migrating individual will respect the laws of the country, i.e., respecting individual rights.
Under capitalism, the government is not permitted to ban a rights-respecting foreign individual from immigrating into the country — especially if a property owner in that country is welcoming that immigrant onto his property. It is only in this context that one has the “right to immigrate.”