In the Name of God, the Compassionate, the Merciful.
Hi!
(The man went to the doctor for a check-up)
Doctor: Now, what is the problem? Where did you hurt yourself?
Man: Oh, I didn’t hurt myself.
What does “Where” refer to?
To a part of man’s body OR somewhere else?
Thank you.
In this context he means the location on the body.
In a different context he might mean the location in the world where the patient was hurt. For example if the doctor already saw a wound on the arm, he might ask where ( geographic location ) he was hurt. Or the doctor is more likely to ask how he was hurt.
The context suggests the man’s body!
Thank you so much, NearlyNapping 
Very nice.
Thank you so much, Anglophile
Very nice.
Your explanation is acceptable too in a different context as you indicated.