The setting of the novel happens all over the place. This is also one of the requirements of an epic, which Frankenstein meets.
The arctic
This is where Victor is found at the begging of the novel by the captain, and where he dies at the end of the novel. It is also presumed that this is where pieces dies.
ingolstadt germany
This is where Victor studies at university. This is also where the infamous creation of the monster happens.
Geneva, switzerland
Where Victor is raised and he has is perfect childhood which sets up a lot of the novel. Also where he first meets Elizabeth.