To the desert of Sinai, i.e. to that part of the desert which adjoined to Mount Sinai, as Rephidim, from whence they came, was in that part of the wilderness adjoining to Horeb, which was another part of the same mountain. See Exodus 17:6. So they seem to have fetched a large compass, and to have come from one side of the mountain to the other.
Related Commentaries of Exodus 19:2
Exodus 19:2
2 For they were departed from Rephidim, and were come to the desert of Sinai, and had pitched in the wilderness; and there Israel camped before the mount.