In which country was Winston S. Churchill captured as a POW?

Winston S. Churchill was captured as a prisoner of war in South Africa during the Second Boer War, which lasted from 1899 to 1902. He was in South Africa as a journalist and also served as a soldier for the British forces. While on a reconnaissance mission, he was captured by Boer forces when the train he was traveling in was ambushed in late 1899. This event contributed to his early fame and political career, as he was later rescued and returned to Britain.

The other options do not align with Churchill's history of capture. He was not taken as a POW in France, Germany, or India during his military service or any other circumstances related to his involvement in wars.