Thanks Bob for your response.
Apparently, you use the term "Location" for two different things. I know how to add a location in the location lookup table. What I need to add is a Holiday Location.
When I go to "Lookup Tables" and click on "Loc, Yr" under "Company Holidays By", it has locations in there that are different from the locations under the "locations" lookup table. I call them "holiday locations". THOSE are the locations I am trying to add. I can't see where to add them.