The words WHERE and WHEN (and other words like them such as WHITHER, WHENCE) are used not only as subordinating conjunctions introducing adverb-clauses, but also to introduce adjective-clauses with a noun as their antecedent in the main clause.
1. She led us to a happy land where fruit-trees grew. [where = in which]
2. This is the season when much rain falls. [when = at which]
WHY is also used as a relative adverb in sentences like….