"The West End" is an area of central London best known for its theatres and shopping. Famous landmarks include Marble Arch, Piccadilly Circus, Covent Garden and Oxford Street.
"The City" refers to the original medieval city of London, which now finds itself in the eastern part of central London. It is the traditional home of London's banking industry, and is the location of the Bank of England and the Stock Exchange.
Lord Byron (1788 - 1824) wrote the poem around 1817, when he was 28 or 29.
No record of such a song can be found, suggesting it is Wyndham's invention. Please contact the editor if you know otherwise.
There is a Dene Road in London, but it isn't in St John's Wood.
This is a fairly exclusive part of London. Abbey Road studios and Lord's Cricket Ground are famous St John's Wood landmarks.