Without going into anything confidential - we had some of our own hardware, but generally rented capacity from firms like [0]. Some towers were custom built for HFT, some were shared with other types of users.
A famous blog post investigating some of the towers as an outsider, at [1], will be of interest to you.
If you want to guess where they are, get a globe, find the datacentres where electronic exchanges operate (it's not a secret: Chicago, New Jersey, London, Tokyo, Frankfurt, Zurich...) and draw the straightest possible lines between pairs of them. Microwaves don't cross the ocean.
[0] https://www.mckay-brothers.com/
[1] https://sniperinmahwah.wordpress.com/2014/09/25/hft-in-my-ba...
