You start off in London which is the Templar's main hub. Then you get shot off to Solomon Island which is some island of the New England coast. You only get to explore one section of it - Kingsmouth - and they did a good job IMHO of constructing a believable town under siege. There's a lot of Lovecraftian influence used in this area. A ship came back into the port and the crew slowly began going crazy and then this fog came over the town bringing with it horrors from the ocean. In the full game, there's also Egypt, Transylvania, and Tokyo that you'll explore.
Graphics are very well done and DX11. Voice acting is very good quality too for the most part.
Also there's no NDA on the beta weekend.