The Church teaches that Adam and Eve walked out of the Garden of Eden into what is present day Missouri, USA.
The recently leaked Guideline Responses to Common Questions is given to all General Authorities upon accepting their assignment. It contains the following response to the question “Was the Garden of Eden in Missouri?”
Strictly speaking, we do not know where the Garden of Eden was. Joseph Smith established a settlement called Adam-ondi-Ahman in Daviess County, Missouri. While not an important or foundational doctrine, Latter-day Saints believe that Adam and Eve dwelt in that area after being expelled from the Garden of Eden. (emphasis added)