Beaufort castle is in Luxembourg's Müllerthal region, also known as Little Switzerland. The scenery in the region is quite spectacular, and driving around the winding roads is great fun -- if you like that sort of thing. The castle suddenly appears as you round a bend and BLAM - its beauty hits you right between the eyes.
It's a great region for cycling too, although I've yet to try it. Some of those hills though - phew!