The story takes place in an alternate time line and universe called Middle-Earth. Hardly any reference to out universe is made in the books, apart from a few made in creative interests of the story..
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The Lord of the Rings takes place in middle earth, which in Norse mythology is in the middle worlds and controlled by men. In the Lord of the Rings, Middle earth is also inhabited by elves and dwarves, as well as many of Tolkien's creations such as wargs.
The bulk of the action in The Return of the King takes place in the areas between Minis Tirith and Barad Dur. That would include the Pellenor Fields (the large open plain that exists between Minas Tirith and Osgiliath), where most of the battles were fought, the Morannon (or Black Gate - where the final battle was fought), the pass of Cirith Ungol (where Shelob lived), Cirith Ungol itself (the tower where Frodo was taken when he was captured), the Plains of Gorgoroth (between the mountains and Mount Doom) and Orodruin (Mount Doom) itself.
The Fellowship of the Ring is a book where the characters are nearly constantly traveling, so there is not one single setting, but a multitude of them. All of these settings are within Tolkien's mythical "Middle Earth", which is a large continental world. The characters start out in a small village called Hobbiton in a region called the Shire. Eventually, the main characters leave the Shire, heading east to Bree, Amon Sul, and Rivendell. From Rivendell, they cross over the Misty Mountains through Moria, make their way south to Lothlorien and continue along the Anduin to Amon Hen, where the book ends.
The book is set in the fantasy world of Middle-earth. The films were made in New Zealand.
The War of the Ring takes place in the years 3017-3018 of Middle-earth's Third Age.
It was filmed in New Zealand. If you mean the setting for the story - it was ancient mythical Middle-earth - where or when is up to your imagination.
It is not specified in either The Lord of the Rings or The Silmarillion how long it took to forge the 20 Rings of Power.
It means you are so stupid you watch the 'Lord of the Rings'. Really? That was a dumb question.
In the book it took Saruman about 2 years, but in the movie it seems only like a few months.
I think you are referring to the story's 'conflict'. This is generally introduced after the establishment of the setting and initial characterization. This conflict, or, problem in the story, is the vehicle through which the characters interact. The conflict is ultimately resolved in the 'climax' of the story.
From information on lordoftherings.net (see related link for appropriate page), over 1,600 pairs of ears and feet were used. So about 1,600, give or take a few dozen.