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 would 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 wrong within the orange section, click here and you'll be brought to that page.
The orange section within Locations is information about the location that has been set up within the settings.
The purple section within Location is depending on how many locations you have set up will depend on if they need to move onto a new page, and this is where you will navigate through all pages.