the painting exhibition作visit的宾语,把the place(指一个地点)还原到从句后:we visited the painting exhibition in.(一个地方),由此可知先行词the place在句中作状语,所以应选关系副词where.
若先行词在从句中作宾语,这时应选that.
如果你还不明白可以问老师,让他帮你总结一下定语从句引导词的判断.