There's a couple of ways you can do it. First, you can just use the "Zip" button and enter the zip code for wherever you are at the time. Another way is to use the Sentinel software and setup the locations you'll be at, ahead of time, then upload it to the scanner. That way the locations will already be in the scanner, and you can press "Menu" scroll to "Set your location" select that, then scroll to "Edit location" and select that, then scroll down to whichever location you want to use and press enter, then finally scroll down to "Use location" and press "Eyes" twice.
I know that seems like quite a few steps, but once you do it a couple of times, it's very easy to select a pre-saved location. I don't have a gps for my scanner, so if I take much of a road trip, I'll setup waypoints along the way and switch to them so that I can easily be scanning locally, wherever I am at the time.