Exmoor is an area of moorland of Somerset named for the river Exe, which flows through it. Exmoor is the location of Exmoor National Park. It is also the home of a new Quidditch stadium, which was originally covered with an Invisibility Charm (fans were advised to collect Re-Visibility Spectacles from the ticket sellers so they would be able to see the stadium and the match) (DP1).
Things didn't work out very well with the Invisibility Charm, however, and fans complained that they couldn't see their seats, let alone the match. As a result, the charm has since been lifted with plans to instead try a special Ministry of Magic "Masking Fog". We are not told whether this worked (DP2)
Due to its fairly remote location, it is also the location of other Quidditch matches, including the Chudley Cannons v Falmouth Falcons (DP3)
"Exmoor National Park is situated in the counties of Devon and Somerset in southwest England; Exeter is 40 km (30 miles) to the south and Taunton 20 km (13 miles) from the eastern boundary." [Exmoor National Park]