וַיָּבֹ֞א יִתְר֨וֹ חֹתֵ֥ן מֹשֶׁ֛ה וּבָנָ֥יו וְאִשְׁתּ֖וֹ אֶל־מֹשֶׁ֑ה אֶל־הַמִּדְבָּ֗ר אֲשֶׁר־ה֛וּא חֹנֶ֥ה שָׁ֖ם הַ֥ר הָאֱלֹהִֽים׃
Jetro, der Schwäher Moses, dessen Söhne und Weib kamen zu Mose in die Wüste, wo er lagerte am Berge Gottes.
Rashi on Exodus
אל המדבר INTO THE DESERT — Indeed we know that they were in the wilderness, and it appears unnecessary to state that Jethro came to Moses there. But by stressing this Scripture is speaking in praise of Jethro: that he was living amidst all the splendour that the world could provide, and nevertheless his heart prompted him to go forth into the desert, a waste place (Mekhilta d'Rabbi Yishmael 18:5:2), to hearken to the words of the Torah.
Or HaChaim on Exodus
אל המדבר, to the desert, etc. The reason the Torah adds: "to the place where Israel was encamped" is in order to explain how it was they knew where to locate the Israelites in the great desert. Moses had previously informed his family of the location of his encounter with the burning bush and that G'd had told him in 3,12: "you shall serve the Lord upon this mountain." This explains why the Torah was able to describe the mountain as "the mountain of G'd where they were encamped" already at this juncture.