The action takes place at the southern end of the Palace of Westminster. The Queen arrives by coach at the Victoria Tower. She will proceed up a steep flight of stairs (which is flanked by the coats of arms of the early English monarchs) to the Norman Porch. At this point she will turn right to enter the Robing Room. Afew minutes later she will proceed northwards through the Royal Gallery. The procession will split in two upon entering the Princes Chamber - and she will walk into the chamber of the House of Lords. There she will sit upon the throne.
Black Rod (An official of the House of Lords) will be sent to summon the House of Commons. He will march in a northerly direction - through Peers Lobby; Central Lobby and Members Lobby - to the Chamber of the House of Commons. After having the door of the Commons slammed in his face - he will be admitted & the summons delivered. Members will then saunter down to the Bar of the House of Lords (not a place for drinking!). The discourteous behaviour is traditional - signifying that the Commons will not be pushed around by the Monarch.
At the end of the Speech, the Commons return northwards to their Chamber. The Queen returns southwards.
A map of Westminster can be accessed here
Further information on the State Opening is available at Parliament's website.