6Then Esau took his wives and his sons and his daughters and all his household, and his livestock and all his cattle and all his goods which he had acquired in the land of Canaan, and went to another land away from his brother Jacob.
7For their property had become too great for them to live together, and the land where they sojourned could not sustain them because of their livestock.
8So Esau lived in the hill country of Seir; Esau is Edom.
Even though Esau wasn't chosen, his family was important enough in God's eyes to include his family in the Bible. Esau moved to the country of Seir away from the promised land apparently by his own choice to find more room for his growing family and flocks. According to the map in my Bible, Seir was southeast of Israel and part of modern day Jordan. However, it was known for quite a while as Edom (after Esau) and the people were called Edomites. Later, we will see clashes between the Edomites and the Israelites.
God cared about His people, but He cared about all people. And the promise to Abraham, Isaac and Jacob was that all nations would be blessed through them. We now know that that blessing would come through the Jewish people in the form of Jesus, the One who died for all sins. Every person of every nation can enter into God's chosen family through Jesus.