Westchester County is where Big Mouth takes place. It is a nonfictional county located in New York. While not explicitly stated, the show likely takes place in Bridgeton given the names of some buildings including Bridgeton Middle School, Bridgeton High School, and Bridgeton Mall.
In real life, Westchester County has six cities including Yonkers, New Rochelle, Mount Vernon, White Plains, Rye, and Peekskill. It shares a border with the Bronx which is one of the five boroughs that make up New York City. However, it does not have a place called "Bridgeton".