We are in Milan, the capital of Lombardy and the second most populous city in Italy.
The film opens with the Cathedral of Milan (Duomo di Milano). We see the ornate architecture of the building and then the lens focuses on a stained glass window. The filmmaker gets back to shots of the building and the central square of Milan (Piazza del Duomo) with lots of people being there as he shows us a panoramic view of the area.
The film closes with the countless pigeons that are there, a little boy chasing them as well as a little girl holding a pigeon as it eats from her hand.