To put it simply, the overall buying of stocks (shares), bonds or securities happens on the overall stock market. It is a general term the same way the Black Market is a general term for the overall buying and selling of illegal good, not a physical marketplace.
On the overall stock market though are various Stock Exchanges in various countries. There is about 60 in total, all with their own Market Cap (Market Capitalization is the value that is decided by the stock market itself, not an accurate picture of the exchange's/security's value).
The current 10 biggest Stock Exchanges in the world are -
1. New York Stock Exchange (NYSE)
2. NASDAQ
3. Tokyo SE
4. Shanghai SE
5. Hong Kong SE
6. London SE
7. Euronext SE(s)
8. Shenzhen SE
9. Toronto SE
10. Deutsche Börse
Investors tend to stock to their own currency or the Stock Exchange of their own country to avoid the risk of currency values changing and also the tax implications, as receiving a dividend in a weak currency will mean less dividends received after it is exchanged into your own currency, but it is entirely up to you.
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