The only "place" mentioned in "Poetry" is poetry itself, which the speaker calls "a place for the genuine." Several literary scholars have questioned why Moore refers to poetry as a place, and you can check out the discussion of line 3 in "Detailed Summary" for more on this.
If we try to picture a less abstract location for this poem, such as an actual place where the speaker might be saying these words, we might imagine ourselves in a classroom, having a casual conversation with our literature teacher after the lesson has ended, or sitting in the local library with a friend who knows a lot about poetry. In other words, the setting is a place we might go to learn and study, but also a place where we can be informal and speak our mind. So after trudging through a section of Paradise Lost or The Waste Land, we tell our teacher or friend, "I just don't get poetry," and she responds, "You know what? I don't really get it either, but I'll tell you why I keep reading it and think it's worth all this trouble…"