In the area of the Midwest United States, the nation that resided there from your list is the Lakota. The Lakota are historically associated with the Great Plains region, which includes parts of modern-day North Dakota, South Dakota, Nebraska, and Montana.
The Pueblo people are primarily associated with the Southwest United States, particularly in areas like New Mexico and Arizona.
The Iroquois Confederacy is located in the northeastern United States, primarily in New York.
The Natchez were primarily located in the southeastern United States, mainly in what is now Mississippi.
So, the correct answer for the Midwest is the Lakota.