Both of these names, Wuthering Heights and Thrushcross Grange, refer to places in Wuthering Heights by Emily Bronte. Wuthering Heights is the farmhouse on the moors in which most of the action of the novel takes place. When the narrator, Lockwood, comes to Yorkshire at the beginning of the novel, he stays at Thrushcross Grange. Thrushcross Grange is a smaller home which is owned by Heathcliff, who now lives in Wuthering Heights. As the novel progresses, it becomes clear that Wuthering Heights, the more important of the two houses, has come into the possession of Heathcliff via the Earnshaw family who adopted him when he was a young boy. The Earnshaws were a fairly well to do family, suggesting that Wuthering Heights is quite a large and imposing house, and the inhabitants relatively wealthy landowners, with tenants in the surrounding moorlands. When he was taken in by the Earnshaws, Heathcliff was a gypsy boy of unknown and low origins; it is significant that he should have risen to the position of master of Wuthering Heights.

I think you are asking specifically what the two locations are, right? So in addition to what has already been said about Wuthering Heights and Thrushcross Grange, I will simply add that the two places are large estates, each consisting of a fine house and the surrounding property.

Wuthering Heights is the name of the property and house originally owned by Mr. Earnshaw and eventually passed to Heathcliff; Thrushcross Grange, the estate neighboring Wuthering Heights, is the property owned by the Linton family (at the beginning of the novel) where the home of Edgar Linton is located.

Wuthering Heights is set on the Yorkshire moors of England, and it appears that Wuthering heights and Thrushcross Grange pass through a series of owners throughout the novel beginning with Mr. Earnshaw, passing to his son, Hindley Earnshaw, and then after Heathcliff leaves and returns mysteriously wealthy and educated to take up residence at Wuthering Heights, he gambles Hindley out of all his possessions, including Wuthering Heights and Thrushcross Grange.