Phrase questions about famous locations

Hi,

I need to phrase a few questions about places, and I wonder what is the correct way:

In which country is the Notre Dame Cathedral located

OR

In which country is Notre Dame Cathedral located

and

In which city is the "Big Ben" located

OR

In which city is "Big Ben" located

and also are quotation marks needed? "Big Ben" or just Big Ben?

Thank You very much!