It's not in the show but in the books, Arya has a couple of warg dreams where she sees through Nymeria's eyes, essentially prowling the forests of what's strongly implied to be the Riverlands.
From A Storm of Swords II: Blood and Gold (Chapter 65, Arya XII):
By the time they found themselves in the foothills of the Mountains of the Moon, the rains had mostly stopped. Arya could see the sun and moon and stars, and it seemed to her that they were heading eastwards. "Where are we going?" she asked again.
This time the Hound answered her. "You have an aunt in the Eyrie. Might be she'll want to ransom your scrawny arse, though the gods know why. Once we find the high road, we can follow it all the way to the Bloody Gate.
As shown in this quote, by this time Arya and the Hound have left the Riverlands behind and are moving towards the Vale of Arryn. Around that time, Arya has a very vivid dream:
That night she went to sleep thinking of her mother, and wondering if she should kill the Hound in his sleep and rescue Lady Catelyn herself. When she closed her eyes she saw her mother's face against the back of her eyelids. She's so close I could almost smell her ...
... and then she could smell her. The scent was faint beneath the other smells, beneath moss and mud and water, and the stench of rotting reeds and rotting men. She padded slowly through the soft ground to the river's edge, lapped up a drink, then lifted her head to sniff. The sky was grey and thick with cloud, the river green and full of floating things. Dead men clogged the shallows, some still moving as the water pushed them, others washed up on the banks. Her brothers and sisters swarmed around them, tearing at the ripe flesh.
While not identified by name, the river mentioned there is implied to be the Greenfork (the river at the Twins), way back in the Riverlands.
From A Dance with Dragons II: After the Feast (Chapter 45, The Blind Girl):
She opened her eyes and stared up blind at the black that shrouded her, her dream already fading. So beautiful. She licked her lips, remembering. The bleating of the sheep, the terror in the shepherd's eyes, the sounds the dogs made as she killed them one by one, the snarling of her pack. Game had become scarcer since the snows began to fall, but last night they had feasted. Lamb and dog and mutton and the flesh of man. Some of her little grey cousins were afraid of men, even dead men, but not her. Meat was meat, and men were prey. She was the night wolf.
But only when she dreamed.
Here, it's even more obvious. Nymeria is still back in Westeros (where winter is settling in) and while the exact region is never identified, she's certainly nowhere near Arya who's in Braavos at the time.
There are also several mentions of a giant wolf pack terrorizing the Riverlands.
From A Feast for Crows (Chapter 44, Jaime VII):
The next day, Ser Dermot of the Rainwood returned to the castle, empty-handed. When asked what he'd found, he answered, "Wolves. Hundreds of bloody beggars." He'd lost two sentries to them. The wolves had come out of the dark to savage them. "Armed men in mail and boiled leather, and yet the beasts had no fear of them. Before he died, Jate said the pack was led by a she-wolf of monstrous size. A direwolf, to hear him tell it. [...]
"A ring of fires round your camp might keep them off," said Jaime, though he wondered. Could Ser Dermot's wolf be the same beast that had mauled Joffrey near the crossroads?
This time the area is clearly identified: Jaime is at Riverrun at the time. Arya, meanwhile, has left Westeros and has spent quite some time already in Braavos.
It seems like Nymeria pretty much remained in the area where Arya left her back in The Game of Thrones and made it her pack's territory. This is also where Arya encounters the pack mentioned in your quote and where she meets Nymeria in season 7.