Windom Earle's cabin was built from scratch solely for Twin Peaks. It was then dismantled, piece by piece, directly after filming. The spot where they placed the cabin (this thrills me!) is right behind where they filmed Glastonberry Grove. Literally, If you turn around from this spot you're standing in the grove! It's amazing. Another bit of trivia about this location is that it was used again (after the cabin was dismantled) in episode 29 as the spot where Earle parks his truck and drags Annie into the woods toward Glastonberry Grove. Harry and Cooper follow him and walk up a slope toward Glastonberry. It's truly fascinating how they used spaces over and over in the show to create a world completely different from what's there in reality. In the show we see Harry and Truman walking, in reality, away from the grove, and in the next shot we see them walk into the grove which was actually was right behind them in the previous shot!
Here's a shot of the giant, beautiful tree that Leo sits under whittling arrows for Windom Earle.