This is hard to answer since you don't specify if there is anything new or novel about the AI program. In the US, I believe you can obtain patents on the application of algorithms to solving tangible problems. This may not be true in other countries.
Typically one would not patent a computer program. The program would be protected by copyright. However if there is an underlying algorithm involved then the algorithm itself as applied to solving a specific problem might be patentable. However applying a well known technique such as neural networks to an application well suited to being solved by neural networks probably wouldn't be considered novel.
As for what you would need to submit, it is a requirement in all patents to "enable" an invention. This means you need to describe it sufficiently so that someone skilled in the field can implement it. As for where you live, it doesn't matter. What matters is where you want to protect the invention. Patents are territorial. You need a separate patent for each country. As I said, a software algorithm may not be patentable in all countries.
Unlike copyrights and trademarks, patents are complicated and can be expensive and time consuming to obtain. With software especially the use of a qualified patent attorney is highly recommended. Crafting a patent that is actually protective is difficult. If the software is a web service it well may be preferable to keep the inner workings of the AI program a secret.