As to where the recording was made I would guess it was made in Philadelphia. But that is a guess as I cannot find anything as to where this record was made. However, I have found information that the Kilties Band of Canada was doing concerts at Willow Grove Park in Pennsylvania on July 12, 1902. Since this recording was made on July 16, 1902. It makes sense that it was Philadelphia. The record was first issued in 1902 with the fancy, hard to read plaid label. It was afterwards put out with a black label that was readable. This early and quite rare recording is one of the more unique labels put out by the Victor Company. I moved it around as best as I could to make a scan of it.
Here you will see an example of a Victor record and also a Berliner Gramophone record in Canada. Both wearing the same type of plaid label. In the case of the Canadian record, it is far easier to read as everything is printed in black. For the Victor company, they used the same gold lettering and picture as they did on the black and red labels. However in that case they are readable. This record for Victor is very unreadable and would soon disappear.