The title of this episode is in Latin. "Lupus in fabula" means "the wolf in the story", which is taken from Terence's play Adelphoe and can be interpreted as "speak of the wolf, and he will come."
The possessed homeless man whispers something in Latin to Father Marcus, "Lupus in fabula venit enim ad me" which translates to "the wolf in the story comes to me". "Lupus in fabula" is also the title of the episode, it is another way of saying "speak of the devil", which today usually means that someone or something that a person is talking about appears or happens by coincidence. However at one time it was widely believed that you should never speak the devil's name or even mention him for fear that he would appear and cause something bad to happen. So the possessed homeless man is likely telling Marcus that the demon he encountered as a child, and probably also the same one that killed the boy in Mexico, is coming back to face Father Marcus once again.
The houses seen near the beginning of, and toward the end of, this episode are located on South Christiana Avenue, in Chicago's Lawndale neighborhood, right on the border with the Little Village neighborhood. The "L" tracks the train travels under in the early scene are the CTA's Pink Line. The boarded-up house with the red "X" on the front in the later scene appears exactly that way in Google Earth images dated October, 2015.