When starting parkour, people often wonder where they should parkour. The answer is simple, parkour is about adapting to your environment so there is not really a specific place to parkour. But, if you want to get specific you can really classify two general areas to parkour.
Nature is all the things around you that are not man-made, so climbing trees is an example of parkour in nature.
Communal parkour is when you parkour on things that are man-made, so things like buildings. This is the most common thing to parkour on.