Yes, it is technically true that John Pershing captured Pancho Villa in Mexico, but it should be noted that this was not a single capture in any way.
The American colonies chose to declare independence from Great Britain for many reasons. They believed the British were treating the colonists unfairly. The British passed many tax laws that impacted the colonists. The colonists had no representatives in Parliament to vote on or discuss these laws. In English government, the people had to have representatives who could vote on taxes that would affect them.
I believe the answer is C. "northwest of the Persian Gulf"