Chicago-over-Chicago is not in the mortal world, it is in the world "between", the "sometimes place". According to the Leanansidhe, it is where the Faerie Queens call forth when the Sidhe wish to spill blood and where the Queens fight for control over the Stone Table.
It is a model of the land that Chicago is built on crafted of clouds and mist, yet solid to stand on. The landscape is rolling hills and shallow valleys covered in fog. The sky is clear and the stars were bright and multi-colored. Thunder rumbled and shook the ground.
In the series
In Summer Knight, the Leanansidhe took Harry Dresden there to show him the Stone Table and to help him understand what is at stake. Dresden looked upon it with his Sight and saw the convict of powers—the "naked strength of two Queens of Faerie". Lea warned Dresden never to let Mab bring him there.
Dresden and a dozen Alphas in wolf form followed the Gatekeeper's stone to the end of a pier on the Lake. There they found a translucent stairway make of congealed starlight as bright as moonlight. They climbed up into a dark swirling storm to Chicago-over-Chicago and onto a rolling hill at the Valley of the Stone Table and into the midst of a war raging between the Summer and Winter Faerie Courts. Their purpose is to stop Aurora and save Lily and incidentally save the planet from an eco-tragedy.
In Changes, Harry Dresden called Mab after he broke is back. In his desperation to save his daughter, Maggie, Mab brought Dresden there where they made a deal to heal his body and help him save Maggie in exchange for taking up the Winter Knight's Mantle. Lea reminded Dresden that she warned him never to let Mab bring him there.