they are all adverbial phrases. They are all modifying the verb.
I guess syntactically they could be adjectives working on the direct objects, but I think the sense is clearly that the enjoying and the visiting are what is in London and Chicago.
1. You can enjoy delicious food in London.
2. In London, you can enjoy delicious food.
(Are both the same? In #1, what does 'in London' modify?)
3. You can visit many traditional houses in Chicago.
4. In Chicago, you can visit many traditional houses.
(Both are the same. In #4, 'In Chicago' is an adverbial phrase. However, in #3, what does 'in Chicago' modify? Is it an adverbial phrase as in #4? Or is it an adjective phrase modifying 'houses'?)
2 answers
Yes -- adverbial. They answer the question "where?"