Where exactly is Kadath
Kadath is another world loosely based on the Dream-world from a series of HP Lovecraft short stories. It's the world in which Souten no Celenaria, Sekien no Inganock, and Hikari no Valusia take place and the origin of the steam-based technologies seen within the series. 

I don't know the specifics as I have not played Celenaria, but from what I understand it's a parallel world that is connected to Earth/Seikyou via a portal in the North Pole, hence only being accessible by airships, and being an apparently dangerous journey. 

As for the level of technology, I don't believe they have space travel, but Kadath is where airships were invented, and they do have floating fortresses and other higher technology marvels, especially after the Infinite Mist around Inganock cleared, and the breakthoughs of the Phenomenon Equation Experiment were shared, allowing development of crack engines and other technologies based on the Equation.