Yugioh Scrolls takes place in a slightly different setting than the original anime and manga. It takes place in a single continuity so all the story chapters are interconnected and can be placed in the Timeline, and therefore there are different locations around Japan (and beyond) that are also tied to the chapters of the story, listed here.
Locations in Japan
Other Locations in the Human World
Egypt
San Francisco, USA
Virtual World
Locations in the Spirit World
Graveyard of Souls
Dominion of the Beasts