[PINDARUS goes up.] Shakespeare did not write this stage direction, but it is justified by the "Above" occuring after the next speech-heading: "PINDARUS." This "Above" appears in the Folio of 1623, which is the only source for Shakespeare's text.
If Pindarus is "above," he is almost certainly in the gallery above the stage.
The above image was downloaded from R&J Shakespeare's Globe.