The Ural Mountains were a mountain range on Earth. Wolves lived there.
During his youth, Worf, together with his foster father Sergey Rozhenko and foster brother Nikolai, often went on camping trips in the Ural Mountains. (DS9: "Change of Heart")
According to the script, the pronunciation for Ural was "YER-al".
According to the Star Trek Encyclopedia, 3rd ed., p. 675, the Ural Mountains were located in Russia.