I don't have the DVD, but I do know they used CGI to create the environment in some of the Carboniferous scenes.
Please sign this petition: http://www.petitiononline.com/IMDBKEEP/petition.html
I may be late but I have the DVD rip of the series on my hard drive and another version recorded from the Discovrey Channel (thanks to torrent sites, mwuhahah). Surprisingly, both versions differ from eachother by a few scenes but neither includes the filming locations in the credits. Unfortunately, to find out the exact locations you'll have to travel around the whole planet. Pity.
shareDevils Postpile National Monument, California, USA (Devonian part)
Jonathan Dickinson State Park, Florida, USA (Carboniferous)
Inyo National Forest, California, USA (Early Permian)
Canary Islands, Spain (Late Permian and Early Triassic parts)
Source: Wikipedia