In your house.
Ha ha. No, seriously, on your hip. You may have to experiment with it by walking along counting steps and checking several times to ensure you've got it in just the right place. I have found that with mine, if it's even slightly back or forward of the ideal 'sweet spot' it starts giving funky readings.
Clip it on, count 20 steps, and check. Move slightly if not exactly 20 on the meter. Retest.