Usually the game will present you with some clues in the form of signs, not too far from where you are, and by using Google Maps, you can track down where you are. Some places are relatively easy, some can drive you bonkers. Why does that sign to Kilpspruit point to the left? It should be pointing to the right!
Or you can just take a guess, which would be the more sporting way, and possibly more entertaining.
I've added the link to the Games section in the sidebar.