Where did Tron Legacy take place?

The Grid of the original Tron was in Encom's servers. Those servers had network access to the outside world, which is how the MCP was trying to access the Pentagon's computers.

In Tron Legacy, Flynn setup a server in the hidden room in his arcade. Next to the touchscreen that Sam uses to interact with the server, are large cylinders, this is the bulk of the server. This server must have network or phone connections, which is how CLU sent the page. At the end of the film, Sam takes what is presumably a backup or copy of this server's storage with him as he leaves the arcade.

Okay, it's been ages since I've seen Tron, and I've only seen Legacy once. So making up something which sounds quite reasonable to me, but could easily be disproven...

I believe, in both movies, the computers which house the virtual universe are contained in the server room of the giant quasi-"evil" company which briefly appears at the beginning of either movie. This is most certainly the case in Tron, with allusions that the company is a defense contractor (thus creating potential for pentagon connections, and world-wide connections). In Legacy, elder Flynn seemed to have gained a massive stake in said company or to have created his own similar-scale company, which would enable him to create a private network at the company to house his play environment. Remember, he wasn't trying to work against the system anymore, he was trying to create something to better mankind. So... good network security, but plenty of R&D money to make something huge. The terminal at the arcade was more likely a telecommuting station than the whole project.

Ultimately, when he disappeared, the company continued making money as best it could (very well!). Many of his projects were probably shut down, but some things get missed, or are too integrated into the company systems.

As for data connections to the real world in Legacy, it's entirely possible the servers were fully connected. Yes, it's quite likely there were massive firewalls and data connection was very limited so it took lots of work to get a cell call out. But maybe not. The programs in Legacy did not want logical access to the real world, they wanted physical access. Something they could only get from elder Flynn. Maybe they had all the data they needed, or maybe they were fully connected to data streams. In any case, data wasn't what they wanted.