Whereabouts of the Pleiades
With the exception of the Andromeda galaxy and the Magellanic clouds1, every star, star cluster and nebula that is visible to the naked eye is part of the Milky Way. The Pleiades is a star cluster in the Milky Way.

Objects in other galaxies are too far and too dim to be visible with the naked eye.

1The Triangulum galaxy (M33) may also be visible to the naked eye from a dark site to trained observers with excellent vision