No, “belong by” is not a phrasal verb. However, it’s possible to end one phrase with “belong” and begin the next phrase with “by”: “At high school, Joe tried to fit in and belong by skipping class and smoking dope. Or, “They felt that their dog belonged by their side.”

Something using belongs "to" someone (signifies ownership), and occasionally it belongs somewhere. You may even hear, "She belongs 'with' him." (emotional)