You will find the location area by going to Settings > Setup > Locations. This then brings up the screen below:
The navy section within Locations is the 'Export' and 'Add'. If you have a new location then this is where you will add it in. If you need to export your locations then select the export button and you should get a print preview.
The red section within Locations is the 'Edit' button. If you notice a bit of information is incorrect within the orange section, click the edit button and make the corrections.
The orange section within Locations is information about the location that has been entered within 'Settings'.
The purple section within Locations allows you to navigate through your locations.