Although the film is not technically a canonical storyline, it could have occurred somewhere between between episodes 15 and 24 of the "Brotherhood Series." (In the film, Al was able to transmute without circles and Mustang's team had not yet been split up by the Furher.)
The film centers heavily around the country of Creta, which can be seen on several maps throughout the FMA:Brotherhood series. This is the only FMA storyline that directly involved Creta however. Only three other countries are involved in the series which are, Ishval, Xing and Drachma.
This is the 1st and only fullmetal alchemist movie that's not canon to the anime it was tied to at the time.