There is a book of the DONT LOOK BACK documentary, geordie, and it gives the locations. The page reads:
NEWCASTLE
Dylan stands in front of a guitar store that is filled with electric guitars. Sign on window advertises "Subtteranean Homesicck Blues"
DYLAN: Look at this guitar, man.
PENNEBAKER: Which one?
DYLAN; This one right here. Do you believe that guitar? They don't have those guitars in the States, man. They're incredible. Twenty grand?
Pennebaker is the cinematographer and I assume "Twenty grand" is Dylan misreading a sign for 200 Pounds (in the old money, with shillings and pence, not just pence) or maybe 200 Guineas.
If you watch DONT LOOK BACK, the next two interviews in the film ("The Science Student" and "The High Sherriff's Lady") were also in Newcastle and the sequence ends with a verse from "Don't Think Twice" at Newcastle City Hall, before cutting to his arrival at Victoria Staion in Manchester. The out-takes include a sequence where he leaves Central Station in Newcastle to catch the Manchester train.
And "The Science Student" became the co-owner of the Chrysalis record company.