I've been trying to figure this out for a couple weeks now.
I saw a couple days (maybe a week?) ago that there was a post with instructions for adding a location to your profile by clicking the profile (grey head) button and clicking "edit profile" in the dropdown that appeared.
I don't have "edit profile". I have "preferences", which just takes me to my notification preferences, my ignore list, and my quote and sig settings. I've also checked the "my account" and "my settings" options in the account dropdown by my avatar, in the upper right hand corner of my screen. Neither of these options offer location settings for the message boards either.
If somebody can help me out, that'd be great.