Where It All Goes Down
Marcus's "Directing Mind"
Since this is a work of philosophy, most of what is going on happens inside Marcus's head. We don't know very much about when or where these writings were composed, though Marcus does tell us something about location in Book 2 ("Written Among the Quadi on the River Gran") and Book 3 ("Written in Carnuntum").
In both cases, Marcus is writing his reflections while leading military campaigns against the rebellious northern parts of the empire. However, he does not address these locations any further in either of those two books.