In short, the answer to your question is in the title. The "narrator's grandmother's grave" is at the foot of Rainy Mountain. Please realize that, when the reader talks about the "narrator," the reader is talking about Momaday himself. Although we should never assume this as readers, we have proof in this case. The Way to Rainy Mountain is a personal history of the myth, fact, and personal experience of Momaday's own tribe: the Kiowa. The main character here is Momaday's own grandmother, who experienced many important Kiowa events. There are two quotations that can give you even more specifics from The Way to Rainy Mountain:

A single knoll rises out of the plain in Oklahoma, north and west of the Wichita Range. For my people, the Kiowas, it is an old landmark, and they gave it the name Rainy Mountain.

This quote tells the reader even more. These are the specifics about where Rainy Mountain is located: the plains of Oklahoma. This, then, is where Aho (Momaday's grandmother) is buried. It is located northwest of the Wichita Range of mountains. In regards to how we know this is the exact location of Aho's grave, the reader must focus on another quote:

I returned to Rainy Mountain in July. My grandmother had died in the spring, and I wanted to be at her grave.