On Location Tours lists Central Park as the setting of Buddy’s snowball fight and the sleigh scene in Elf, and names Bethesda Terrace and its fountain as the spot where the sleigh clips the fountain in the climax. These are public park areas that you can walk to.
Wikipedia lists New York City, Vancouver and Riverview Hospital in Coquitlam, Canada among Elf’s filming locations, so parts of the film were shot in Canada. The North Pole is a set, not a place you can visit.
The pin marks Bethesda Terrace. See our Christmas movie filming locations guide for other New York sites.