The movie theater in Sparta, WI. is actually the Historic Hollywood theater in La Crosse, WI.
In the opening scenes, the shot of the barracks, is an actual shot of the real location.
The vast majority of the filming in and around the home used is done at Norskedalen Heritage center near Coon Valley, WI. The home used is the Bekkum Farmstead constructed in 1862. There are no "filmed on location" credits for this at the end of the movie.
Fort McCoy was actually Camp McCoy until 1973 when it was formally renamed Fort McCoy