The College of Military Engineering is actually located in Pune, which is why option 4 is the correct answer. Now let`s discuss each option:
Option 1, New Delhi, is incorrect. While New Delhi is the capital of India and home to a number of prestigious educational and military institutions, the College of Military Engineering is not one of them.
Option 2, Dehradun, is also incorrect. Dehradun is known for the Indian Military Academy, but it does not host the College of Military Engineering.
Option 3, Nainital, is a tourist place and is not associated with the military establishments or educational institutions like College of Military Engineering.
Finally, option 4, Pune, is the correct answer. Pune is a city in the Indian state of Maharashtra. The College of Military Engineering, affiliated to Jawaharlal Nehru University, is indeed located here.