The story is set in Prince Prospero's luxurious "castellated abbey" (which is just a fancy way of saying it's an abbey built up with the fortifications of a castle), hidden somewhere in his kingdom. To call it "cut off" is an understatement. Not only is it "deeply secluded" (hidden in a hard-to-reach spot), but Prospero and his followers have also welded the doors shut, so no one can get in or out. Everyone inside is having one big party; everyone outside is dying to get in. Well, actually just dying.