You are not the first questing traveler to ask this question:
Where is the Breach?
The answer I gave there was:
"It goes without saying that Wyrd Earth is different than the earth we know. That's obvious in the names used for places we know that are slightly different: New Amsterdam, Old London, Nippon, and The Three Kingdoms.
The Breach is located in the west, in what we would call California but is known only as The Frontier on Wyrd Earth."
In the first book, it was our decision to focus on the City of Malifaux. I think you will find that subsequent books will broaden that scope slowly so that you get a picture of what's happening not only on Wyrd Earth, but have a greater sense of the world Malifaux belongs to, as well.
The reason New Amsterdam is referenced in that passage is because if Malifaux is the extreme west end of East-West Steam Transit's main line, New Amsterdam is the extreme east end of it, both cities located on the same continent (though through The Breach of the Great Barrier.)