The Orion colony circa 2254.
The Orion colony was a well-known Orion settlement used as a trading outpost, notably for the buying and selling of Orion slave girls.
In 2154, Captain Pike briefly considered going into business on the Orion colony, after becoming disenchanted with commanding a starship. Later, the Talosians would use Pike's idea to create an elaborate fantasy for him, inserting the human female Vina into the illusion as a slave girl, in their attempt to manipulate him into developing feelings for her and establish a colony of captive humans. (TOS: "The Cage")
Pike's illusory guest's remark--"It's funny the way they are here. They actually like being taken advantage of"--is one of several pieces of "The Cage" not fitted into "The Menagerie". The visuals of the fantasized colony scene, howver, are used in their entirety.