Harry Potter is an orphan, who lives with his Muggle (i.e., people who can't perform magic) relatives, the Dursleys. The Dursleys place a high value on "normality," and therefore deny Harry's existence as much as possible, to the extent that, when we first meet him, Harry lives in a cupboard below the stairs.
Books
The Harry Potter novels take place in [Hogwarts School of Witchcraft and Wizardry]?, a castle in the middle of a ring of mountains, usually accessed from platform 9 3/4 at [King's Cross]? train station, London. While its exact geographic location has not been mentioned in the novels, the descriptions and comments made by the author imply that it is in Scotland.