General Zaroff lives in a gigantic, palatial chateau on the aptly named Ship-Trap Island. The island, as Zaroff himself says, is the ideal location for his deadly games. First of all, it's in a remote location, so Zaroff can merrily hunt away free from prying eyes. Secondly, the island's rocky shore ensures that any ship that strays too close is likely to end up being wrecked against the sharp edges of the rocks. If anyone is lucky enough to survive such a shipwreck, they'll soon be cursing their luck, as they'll almost certainly become the latest human quarry in one of Zaroff's hunts.
As for the chateau itself, it's an imposing structure. Its exalted position high up on a cliff gives it an unbeatable view of the island and its surroundings. As the only source of light for miles around, it can easily attract ships to the island only to dash them against the jagged rocks. This is how Zaroff gets his prey.