A relative form is a pointer to some other constituent in a sentence. When a relative is employed, as here, in a bound relative clause, it points in two directions, toward an explicit constituent in the head clause and toward a missing constituent in the subordinate relative clause, and signifies that they are the same entity.
This is [the dragon] which George killed [_].
↑ ↵↳ ↑
In other words, "This is the dragon. George killed the dragon. The two dragons are the same dragon."
Where is a 'pro-locative': it points to a locative expression in the same way that who, a pro-noun, points to a noun phrase. Since most locative expressions are preposition phrases (PP), where may usually be understood as a 'pro-PP', equivalent to PREP which. As a relative it points to an explicit placename in the head clause and to a missing preposition phrase in the relative clause. The only tricky part is figuring out which preposition is intended.
My family worships in [a church] where my parents married [_].
↑ ↵↳ ↑
In other words, "My family worships in a church. My parents married in a church. The two churches are the same church."