Whether it’s to meet for dinner, attend a lecture, or play baseball, one of the first questions is “where?” Everything that takes place, takes place some place (and some time, but that’s another question).
Where quantum mechanics takes place is a challenging ontological issue, but the way we compute it is another matter. The math takes place in a complex vector space known as Hilbert space (“complex” here refers to the complex numbers, although the traditional sense does also apply a little bit).
Mathematically, a quantum state is a vector in Hilbert space.