This structure is located south of the acropolis of Athens (37.971111, 23.727480). The two columns were donations from Thrasyllos and his son Thrasykles. 'Choregic' = donated. Below, the cave was dedicated to Dionysos and later turned into a Christian church. More info can be found here:
http://www.mesogeia.net/athens/places/theatredionysos/choregicmonuments_en.html
http://odysseus.culture.gr/h/2/eh251.jsp?obj_id=19820
http://www.ancientathens3d.com/thrasyllos/
If you know more about this location let me know. I would be happy to learn and update the information and add anotations.
For an overview of the location have a look at the 3d view in google maps.