I have looked up the word 'immigrant': it says that it refers to people who come to live in a different country. Can I also use this word to refer to people who move from rural areas to the city?
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No, immigrants isn't normally used for people who move within the same country from rural to urban areas. But such people are often called [economic] migrants, or more specifically...
The relevant OED definition is...
I interpret the last two words of the definition as meaning immigrants are one kind of migrants (specifically, the kind that move to a different country).
No, it's not really appropriate for that context. The word immigrant formally means, as you said:
Someone who simply moves between locations within the same country relocates rather than immigrates. I'm having trouble finding a good noun to describe someone who specifically moves from the country to the city, however. The process as a whole is called urbanization.