The certificate might not tell where you did the course but your logbook will reveal this. It's not popular among other JAA states that JAA training is done outside of Europe.
I know of a case where France refused to recognize a full JAR issued certificate. This was due to the fact that the practical test was shorter than the prescribed time (0.2 hours too short I think).
If your intention is to use the certificate in a country like France I recommend you to contact the appropriate authority before commencing your training.