Just north of Lenno on Lake Como, in the town of Mezzegra, take a left at the main intersection in town (signposted for Mezzerba, Bonzango, Giulino, and Pola), then immediately take the left fork, which is Via 24 Maggio.
Two and a half blocks along, on the right, is the gated entrance to Villa Belmonte at no. 14, marked by two long-stemmed flowers in black-and-white pebble dashing decorating the sliver of driveway before the metal gate.
Why was he on Lake Como to begin with? The Swiss border is just on the other side of the mountains from Como's western shore. Mussolini was trying to escape into Switzerland—where he had lived (illegally) as a youth to escape (get this) Italian military service—when he was captured and killed.