World War I took place mostly in Europe. There was fighting in the Atlantic Ocean, as well. Additionally, there were fronts in Asia, Africa and the Pacific Ocean.
The major fronts of WWI were the Eastern, Western and Italian fronts, though the largest was the Western Front. The Western Front included the area of Europe to the west of Germany, including France, Belgium and England. This is the main location of the trench warfare style that the war was infamous for.
The Eastern Front is the area to the east of Germany and includes Russia and Austria-Hungary. This front constantly changed throughout the war as the parties gained and lost land in a tug-of-war battle for the location. This front did not last the entirety of the war, due to a change in Russian government.
The Italian Front centered around Italy and Austria. Italy did not gain much land on this front, but were pushed back significantly over the course of the war through the various battles in this location.
Most of the other locations, such as Asia and Africa, were not involved for the whole war. These most often saw combat during the middle years of 1915 to 1916. However, these are what made this a global war, rather than a strictly European conflict.