Where is Laura in The Glass Menagerie?

I'm assuming you are asking this question literally. Laura and the other characters of the play are in St. Louis, Missouri. She shares a home with her brother, Tom, and her mother, Amanda. She is extremely shy and self-conscious, and so she spends the majority of her time inside. I believe this is what you meant by the question.

I should also note, however, that the entire play is also a memory. Knowing this, everything takes place in Tom's mind from a certain perspective. In the final moments of the play, Tom says goodbye to his family, including Laura, but he also notes that in a sense Laura follows him wherever he goes. It is unclear what becomes of her after he leaves on his travels.