Sam, we gotta find another way!
The series opens with a mission for Sam Wilson, aka The Falcon, in which he rescues a Captain from the French terrorist Batroc, somewhere over Tunisia.
The scenes of Lt. Torres and his crew on the ground were filmed at this quarry located of Dyer Rd. in Newnan, GA. A top down shot from the final trailer (which appears to have been cut from the episode) helps further illustrate this location.
(The Falcon and The Winter Soldier S01E01, 2021)