Where was Olaudah Equiano story set ?

Ahh -- come on! I don't know which story you mean -- but the link I posted for you gave several locations.

Im talking about the story "The Interesting Narrative of the Life of Olaudah Equiano"

I suspect you read an excerpt of this autobiographical book.

Equiano lived in Africa and America and visited England several times. He spent much of his life sailing the Atlantic Ocean and adjacent seas.

http://docsouth.unc.edu/neh/equiano1/summary.html

The story of Olaudah Equiano, also known as Gustavus Vassa, was set in various locations. Equiano was born in the region that is now southeastern Nigeria, which was then known as the Kingdom of Benin. He was abducted as a child and sold into slavery, and his journey took him to several places.

Equiano's story begins in his hometown of Essaka, which was part of the Kingdom of Benin. He was later taken to the Kingdom of Dahomey (modern-day Benin) and then transported to the coast, where he was held in the slave forts of Calabar (present-day Nigeria). From there, he was sent across the Atlantic Ocean to the British colonies in the Americas.

Equiano spent time in different parts of the Americas, including Barbados, Virginia, and Georgia. He eventually managed to secure his freedom and travelled to England. In London, he became involved in the abolitionist movement and wrote his autobiography, "The Interesting Narrative of the Life of Olaudah Equiano," which became a prominent account of the transatlantic slave trade.

So, the story of Olaudah Equiano is set primarily in the region of the Kingdom of Benin, the slave forts of Calabar, and various locations in the Americas, including Barbados, Virginia, and Georgia.