The Getty Images photo caption and the World Youth Day website both state the event was held at the Tejo-Trancão Park in Lisbon, Portugal (archived link). A photo of the park at night uploaded to ...
Together, the Rossio/Baixa/Chiado neighborhoods form the center of Lisbon's tourist districts, sandwiched between Bairro Alto to the west, Alfama to the east and the Rio Tejo to the south.