When you are creating your events for your team, you will need to select a location. If none exist, you can add your own locations while creating your event. You must have the Team Admin permission in order to add/edit locations
Add Location from the App
Select the Schedule tab
Press the '+' symbol in the top right
Press Select Location > Add location to add your locations
Add Locations from the Web
Click Schedule > Locations
Click New Location
Enter in the information and click Save
If your team is part of a league, you will also see the existing locations that your league has already added