Hello how may I help you? hELLO. hello. Hello! Where is Italy located? Do you want to know what continent it is located on? Yes please, thanks. It is located in Europe. Do you need a more specific location? Also the directions through it. Yes. Where exactly is Vatican? It's famous. I want to go there. Sorry I am not able to provide directions. I can only provide locations. The Vatican is located within Italy Okay, thanks. Thank you!