Yeah I don't know if the location was explicitly stated but it's a castle, and I don't think it's King's Landing. If it were Qyburn would have been there to supervise his giant crossbow thingy and there would have been reaction shots of Cersei.
they showed the castle, which was highgarden, in an earlier scene, the one where jamie gave bronn his gold.
the battle was some weeks(?0 later, when the lanister army having returned to the area near kings landing, in a long line. Apparently, as tarly said, the gold is safely in kings landing. No castle was shown in the battle scene