The house is, well what can I say, gorgeous and we get treated to a view of the long shielded driveway as well as the exterior and a small bit of Shek O Road. As you can see from Neil's comment below (Neil MacDonald worked on the series as part of the production crew) the interior was indeed filmed in the actual house. On the map this house goes by the name of "Seaway".
Shek O Road
And finally a nice shot of the interior, or at least the lounge area.