If you want to add a new location, please follow these steps:

Open PMS in the left sidebar.
On the top bar, click in More and then in Locations.

At the top right corner, click on Add location.

Here you can start filling the forms with the general location details. Type the name of the location and then the country it belongs to. 

Move the pin to the correct location, and get the latitude and longitude values automatically or type them manually.

Choose the parent location from the list.

Click Save.