Ehraam state can not be performed but from one of the designated places called Meeqat. We can not start our Ehraam from any other place unless we do Nathr نذر.
Your Meeqat is Juhfah if you go to Makkah via Jeddah. If you want to go to Makkah via Madina,by our Meeqat will be then Masjid Al-Shajarah.
Wassalam.