It is never actually stated where this film takes place. This may be because Greece, which obviously is the setting, was, at the time, a military dictatorship following the coup of 1967. (The dictatorship was overthrown, and democracy restored, in 1974).
In the English version of this movie, the scene when Jean Paul Belmondo speaks into the loudspeaker calling for Ellain, he can be heard speaking French, English, Italian and Spanish. This scene was not included in the French version however.