The way that discussion works about the internet is different from the way that discussion works about other things.
For an actual physical location, you would use "at":
I found out about the concert at my friend's house.
She met him at Talbothays Dairy Farm.
However, when refering to websites by their name(at least in this context), you use "on":
I found the information on wikipedia.
You would use "at," though, if you were talking about an actual website address, or link:
You can find the information at www.wikipedia.com/help.