Continuing the Harry Potter example: the main action takes place at Hogwarts, so you could write down something like 'the magical school Hogwarts in the United Kingdoms.'
Now for a story like Lord of the Rings, which takes place over a large amount of territory, you can mention that it's Middle-Earth, and note some places of important like the Shire, Mordor, and Gondor. You don't have to go too specific (like mentioning the forest Fangorn, or the tower Minas Morgul).