Anywhere in the UK where you have permission - Our policy covers you, as a coach/instructor, it does not limit where you can do this, so it can be in a gym, local rented hall, your home or even outdoors in a park.
As long as you are taking the necessary steps & conducting a suitable risk assessment to ensure a safe environment for your clients to train in, you are covered.
NOTE: (You may also need to check if you need specific permissions/licences if you are using a public/private land)
If you have worldwide cover, this is extended to anywhere in the world, although any claims must be brought against you in a UK court.