I don�t think it was ever given specifically by L Frank Baum.
�Dorothy lived in the midst of the great Kansas prairies, with Uncle Henry, who was a farmer, and Aunt Em, who was the farmer's wife. Their house was small, for the lumber to build it had to be carried by wagon many miles���
�When Dorothy stood in the doorway and looked around, she could see nothing but the great gray prairie on every side. Not a tree nor a house broke the broad sweep of flat country that reached to the edge of the sky in all directions.�
I am not sure a place name was ever mentioned in the stories of Oz, just Kansas.