(Pic from tvN, information and screen cap source)
The place where dokkaebi released the flying lanterns is Anseong Seounsan Seoknam Temple (석남사).
For more pics in the temple, please check out this Korean blog.
“位於距離安城市12公里的瑞雲山東腳。雖然說是位於瑞雲山北面的小寺院, 從寺院入口走到大雄殿的台階景觀十分壯觀。石南寺於新羅文武王20年(680)由當代高僧奭善大師所創建。爾後於文聖王18年(856) 由迦智山派廉居國師重建, 到了高麗光宗之子慧炬國師再度重建, 如此多高僧大師們經歷過石南寺。因此仰慕他們的眾多徒弟們專程來此修行, 因而成為幾百位參禪僧所住宿的修行道場。” (來源）
“This temple was established in the Shilla Dynasty but the Taeungjon Hall of it was built much later and there are many reinforced sections. The monk Seoksun set up the temple in 680, King Moonmoo’s 20th year of rule in the Shilla Dynasty, and National Monk Haegeo enlarged it, but the temple was burned to the ground during the Japanese invasion into Korea in 1592. The existing buildings were built recently. The Dapogye form was adopted for the temple’s interior and the main building has Samjonbul (three Buddhist saints) and a roof with four eaves (Paljak roof). The pagoda, built by randomly piling up stones from around the temple, has a height of 210m and width of 70m. Considering the materials used in the pagoda, the year of the pagoda’s construction is considered to be sometime in the late Choson Dynasty” (Source)
由安城綜合客運站，乘搭10-1, 10-2, 10-7, 5, 5-2, 10-8, 20, 20-4巴士到市民會館站（시민회관）大概五分鐘，下車過馬路，轉乘100號巴士，到Sang-jung-ri-sang-chon（상중리상촌 ）站下車，再沿下面地圖淺藍線步行1.6km左右，到藍色旗的位置。
How to get there
From Anseong Bus Terminal, take bus 10-1, 10-2, 10-7, 5, 5-2, 10-8, 20, 20-4 to Citizen Hall (시민회관) station (about 5 min), cross the road, take bus 100, to Sang-jung-ri-sang-chon (상중리상촌) station, get off the bus and walk along the light blue line to the blue flag (1.6km).
This Korean blogger first took a bus to Cheongryongsa Temple, bus 20 from Anseong Bus Terminal and then hiked up the mountain to the other side, and got back by bus 100. You can find the map for hiking and bus timetable on his blog.