There are four main regions where Adventurers go. That's not to say you can't go elsewhere, but no treasure quests may be done there unless I approve it. Travel between regions is allowed, but you must choose one where your 'home base' is.

Desert of Africa: Egypt, the ancient land of the Pharoahs, is dotted by ancient treasures. This region consists of much of actual Egypt, and the deserts to the south and west. The spirits of the Pharoahs linger in some places, and you may fear them, depending on your allegience. 

Egypt Subtheme on Brickset: All sets from the Egypt subtheme. Vehicles and locations in those sets will be found in this region.

Jungle of Amazonia: The Jungle consists mainly of regions in Brazil where the ancient Native Americans had many, many treasures. Their temples and ruins are dangerous, but worth exploring, but not entirely uninhabited. Natives still live here, keeping the intruders out.

Jungle Subtheme on Brickset: All sets from the Jungle subtheme. Vehicles and locations in those sets will be found in this region.

Hidden Dino Island: Unlike the other regions, this one is home to the Adventurers' main base. The island is forest-covered and otherwise unexplored, mainly inhabited by many, many breeds of Dinos. They are being studied, as living treasures, but are also being hunted and exterminated.

Dino Island Subtheme on Brickset: All sets from the Dino Island subtheme. Vehicles and locations in those sets will be found in this region.

The Orient: This is the other unique region, actually containing three 'mini-regions', China, India, and the Himalayas. Each of them has their unique treasures, which are searched after, and their unique villians that also oppose each other. While there is much treasure here, it is hard to gain.

Orient Expedition Theme on Brickset: All sets from the Orient Expedition theme/subtheme. Vehicles and locations in those sets will be found in this region.