Where do I go to see the building that was used for the exterior shots?
You can’t! A place called Wooburn Grange Country Club was used for the exterior, but it was badly damaged by fire and had to be demolished. Some houses have been built on the site now. The DVD box set has a “hidden” short film showing Wooburn Grange after the fire, this page shows how to access the clip and more about the fire and its aftermath.