The best place to keep your Wormery is anywhere with a relatively stable temperature that is out of direct sunlight and preferably frost free. Most people keep their Wormery in their garage or next to the back door. A shed is also a popular location for a Wormery (you can also keep it indoors if you feel confident enough) and have space under a worktop or similar.
Please note that you should also keep your Wormery in an area away from rain as they're not waterproof and can become wet. If you need to keep a Wormery outdoors, it must be in a secluded area and you can put a cover over the top if need be.