In the first picture we are under the Great Piazza arches. Kitty's house in The Finish is the one in the background on the corner. In real life this was occupied by John Bradley's gin shop (which features in The Finish) and above it by Mother Gould's brothel, which is the model for Mother's Shadbolt's brothel. In the second book in the series, The Surety, Kitty moves to a house in the Great Piazza, whose door would have been roughly where we are standing in this picture.
Here is that building in the background of the first picture, today. It's been rebuilt because in March of 1769 it burned to the ground (and we see that happening in The Finish). That said, they rebuilt it in the same style as the original. The buildings to the left of it in this picture are the original 18th century buildings.
The third picture shows the Great Piazza, Covent Garden as it is today - this too has been rebuilt.