The "home planet" of the War Lord and his people was located in Galactic Sector 973. The War Lords also had control over another planet, and could travel between these two worlds.
The home planet was placed behind a force field by the Time Lords, cutting it off from the rest of the Universe forever, when it was discovered that they were taking humans from different points in Earth's history to play in their War Games. The War Lord and his subordinates, meanwhile, were "dematerialised" out of existence. (TV: The War Games/PROSE: Doctor Who and the War Games)
During the Last Great Time War, the home planet was placed into a time lock. However, there were reported transgressions to the time lock. (GAME: TARDIS)
In an alternate universe, the War Lord's planet was accidentally "dematerialised" along with the War Lord himself and his "cohorts" before the Time Lords could finish reading the sentence. (AUDIO: Exile)