Is "The first organized group exhibition by Cubists took place at the Salon des Indépendants in Paris during the spring of 1911 in a room called 'Salle 41'; it included works by Jean Metzinger, Albert Gleizes, Fernand Léger, Robert Delaunay and Henri Le Fauconnier, yet no works by Picasso or Braque were exhibited." a good answer to the question "In what city did the first exhibition of Cubists take place?"
yes