Melania became a naturalized citizen in 2006, after living in the U.S. for about 10 years. I believe the only other First Lady to be born outside the U.S. was Louisa Adams (born in England), wife of John Quincy Adams.
If Candace's husband would naturalize as a U.S. citizen, that would really help boost her chances of occupying the WH one day. However I suspect that the Farmer family would not be entirely happy with such a turn of events.