It is in Finland, Savo region.
It is not far. If you goes from Helsinki by car you will need to get E75 and #5 highway to Mikkeli and than on #14 highway to Savonlinna itself. There are also buses and railway trains from Helsinki to Savonlinna/
From Saint-Petersburg, Russia, the trip will be shorter. You'll drive to Lappa (Lappeenranta) or Imatra by car or by bus and than with the help of #14 highway you welcomed to Savonlinna just the same.