All the action takes place in and around the city of Troy, which is said to have been located in modern-day Turkey. For the ancient Greeks, this was a long way from home. The danger of whole situation is amp'd up by the fact that they were fighting their fight in a strange and distant land.
Probably, the most important thing to know about the city in this story is that Troy has awesome walls. These bad boys are seriously high, seriously thick, and totally impenetrable. It's because of these awesome walls that the Greeks are forced to resort to Odysseus' sneaky Trojan Horse plot to get inside the city.
These days, some archaeologists say that they've discovered the actual site of the ancient city of Troy. One of the earliest excavators was a dude named Heinrich Schliemann, who helped put the site on the map. A bunch of other guys have spent time digging there, and today the site is a UNESCO World Heritage Site. Learn more about it here.