Where was Dorothy and the Wizard in Oz set?

The story begins with Dorothy Gale in California for a visit with relatives. Uncle Henry and Aunt Em remain behind, with Toto, in Kansas. Cousin Zeb is driving Dorothy and her kitten Eureka back to her Uncle Billy Hugson's ranch when an earthquake sends them to the Glass City of the Mangaboos. The Wizard, who is in Los Angeles to pick up nine piglets from the Island of Teenty-Weent, gets caught in the same earthquake, and lands shortly afterwards in his hot air balloon. Dorothy, Eureka, the Wizard and his piglets, and Zeb and his horse Jim overstay their welcome. The Mangaboos drive the 14 friends into the Black Pit in the side of a nearby glass mountain, and wall up the entrance. But the other end of the tunnel leads the friends into the Valley of Voe, whose people are invisible. From the Valley, the 14 climb a spiral staircase inside the Pyramid Mountain, to the Land of Naught. Far above the clouds, they manage to escape from their confinement in the prison of the Gargoyles. They pass into the Den of Dragonettes, and become trapped in a prison just as they're about to break through to the earth's surface. But every afternoon her friend Ozma, Princess of the Emerald City, checks up on Dorothy by way of an enchanted picture. Dorothy is to make a certain sign if she needs to be wished to the Emerald City. From the Emerald Palace, Ozma wishes Dorothy and Eureka back to Kansas, and Jim the cabhorse and Zeb back to California.