You need to use this only whenever you want to set/change your location. A file with numerous default locations around the world is provided as part of the GNOME Weather distribution.
Locations are organized in a three-level hierarchy. The top level contains broader geographical areas, the second contains sub-regions of these areas and the last contains the particular locations. This hierarchy is essentially based on the way information is organized in the US NWS (National Weather Service), and that is the reason that the US and Canada appear on the topmost level.
Not yet implemented.