If I was referring to a Black man and didn't know where he was from, I'd refer to him as a "Black man". If I knew he was from Africa, I'd refer to him as an African. If I knew he was from Nigeria, I'd refer to him as a Nigerian. You go on the basis of how much you know. I would prefer not to call anyone an Afro-American, because I think it's a kind of cumbersome term, and I see no need for it.