Skidrow was home to over 9000 ponies and then Weegee came along and destroyed the place. The town was unfortunately filled with happiness and love. Thankfully, Weegee was able to destroy it with his laser eyes. Now, you can only hear tumbleweeds that say "Oy! GTFO!".
For a while now, it's been under control by the Nikolaist Government. However, because the town is gay as hell and has no power whatsoever, it's used as a training facility. You can go there and the government wouldn't give two shits.
Far outskirts of Equestria, possibly even next to the Mushroom Kingdom. According to Dr. Professor Patrick, it's about a 69 hour drive from where You are. It's only about 23,000 miles as well.
Due to the fact that some people can't read maps the right way, some people (mainly the Mushroom Kingdom) think that Skidrow doesn't exist. The Murican Government denies the existence of this place because there is no McDonald's.