While the actual location of where the narrator lives in Saint Petersburg is never actually revealed, he does say that he lives in Saint Petersburg, living underground (hence the name of the book). The setting itself is described in the book and is also discussed in the book's Wikipedia. This source is an example of peer support and mentorship. While anyone can make changes, there is a moderator team on Wikipedia that glosses over what information is presented, allowing for information to be as accurate as possible. Adding this place onto the map allows for a story that's mostly based on whatever comes to an old man's mind, to actually have something that grounds it in reality. Having a place and time makes the narrator more interesting to read into when you understand the place and time.
(Image example of the rigid architecture that would be seen during this time period. That the narrator expresses his grievances for.)
Apartments, moscow – Free Public Domain Image | Public Domain Pictures