It sounds like the video is saying (link with a time stamp corresponds the following)
"I spent quite some time in India before I joined the army. I went out there climbing, and up in West Bengal and all around Darjeeling. We were in Calcutta for a while and then we were with the Indian Army as well."
This post talks about the usage of out there without giving its meaning.
cambridge does not have an item about out there.
which does not seem an explanation.
what does out there mean?