Canterlot is the name of the city where many students of Canterlot High School live. Most of the setting where the series takes place is at the high school named after this city. It's the human counterpart of the Canterlot in the pony world.
Depiction in the series
The series feature this city populated by multicolored humans. In My Little Pony Equestria Girls, Twilight Sparkle and Spike travel by means of a magic mirror to the human world, where there are many human counterparts to the characters that appear in the show. Most of the film takes place in Canterlot High School, the surrounding city, a coffee shop named Sweet Shoppe, and a clothing shop similar to Carousel Boutique.
In My Little Pony Equestria Girls: Rainbow Rocks and its animated shorts, more locations are featured: a music store, an animal shelter where Fluttershy works, Applejack's house, the Flim Flam Brothers' Everything-Under-the-Sun Emporium, a cafe where the Dazzlings first appear, Pinkie Pie's house, and an amphitheater that serves as the venue for the final round of the Battle of the Bands.