There are a number of locations in Southampton where a tall ship may dock, it depends largely on where they can find space for a 60m sailing ship. The ships operators will inform crew of the exact location shortly before your voyage.
Tenacious or Lord Nelson are often allocated dock gate 10 or 4 (10 is near the cruise ship departures near the station. Dock gate 4 is near Ocean Village end of the docks). Dock gate 10 is within walking distance from Southampton Train station if you are travelling with a rucksack or light load, but the walk within the dock complex can be 10-15 mins so you may perfer a taxi.
Dock gate 10 is in the Western Docks and our ships often use berth 104 (known as the fruit shed) which is between the City Cruises and Mayflower Cruise terminal Aerial map of dock gate 10
Dock gate 4 is just off Town Quay in the Eastern Docks about half a mile to East, and gives access to QE2 Cruise Ternimal.