The setting of Castlevania: Lords of Shadow is completely detached from that of the other Castlevania games. It takes place somewhere in Europe; the area is divided into three lands, each distinguished by the Lord of Shadow that lives there and the species that mainly resides there. The first is the land of the lycans, ruled by Cornell; the second is the land of the vampires, ruled by Carmilla; the third is the land of the dead, ruled by the necromancers and Zobek. Each of the Lords of Shadow was one of the founders of the Brotherhood of Light, and each was created when the three founders ascended into Heaven, unknowingly leaving behind their dark sides.
However, Friedrich von Frankenstein was only alive before the Lords of Shadow came into existence. When Carmilla became the ruler of the vampires, she took over his castle and tortured him to death. Therefore, the universe he comes from takes place before the events of the game.