Could someone explain to me what Locations are? Where do they go, what do they do, and how to get rid of them. Is it an attachment? The rulebook does not even mention them.

They're not mentioned in the rules because it's just a subtype like 'Government' or 'Monster'. They are treated as normal Support cards, i.e. you can only play them in the Operations phase and they stay in play just like Characters.

Attached to the character?

Support Cards

Support cards represent locations, items, tomes, vehicles, and attachments. Once played, support cards remain in play until destroyed by game or card effects.

Exception: Cards that are attached to another card (most often support cards) are immediately destroyed (put into the discard pile) if the card they are attached to leaves play for any reason.

Subtypes: Special designators that have no rules, but may be affected by other cards in play. Examples include Avatar of Nyarlathotep , Investigator , and Government .

Only cards that specifically state to "attach" them to another card get attached when they enter play. Generally these are Support cards which have an Attachment subtype.

Support cards that do not specify to "attach" them to anything instead just remain in play on your side of the table like Character cards.

Check out the Game Setup and Suggested Play Area Diagram on page 7 in the rulebook...

Pictured there on one side of the table is Atwood Science Hall , a Support card with the Location subtype, standing on its own alongside Character cards of Blackwood File Clerk and Thomas F. Malone .

Pictured on the other side of the table is Sword of Y'ha-tallo , a Support card with the Attachment (and also Weapon ) subtype, which includes the text " Attach to a character. Attached character gains Terror Combat. " This card is just visible behind Innsmouth Troublemaker , a Character card, to which Sword of Y'ha-tallo has been attached. Also present is Cthulhu, The Great Old One himself.

Some cards specifically interact with (or, conversely, cannot affect) cards with a certain subtype. For instance, Torch the Joint! can destroy a Support card but only if it has the Location subtype (or it can instead be used to destroy a non-Agency resource card).

Some cards can interact with (or, conversely, cannot affect) certain card types, regardless of any subtype. For instance, Burrowing Beneath can destroy any Support card - be it a Location , Attachment , or any other subtype.

Also FYI, just for completeness...

Some cards interact with (or, conversely, cannot affect) certain card effect types. For instance, Power Drain can cancel Action or Response effects (but not Forced Response or Disrupt effects, and passive effects can never be cancelled), regardless of card type or subtype. Also, Performance Artist can cancel any Character card or Support card ability (i.e. any Action , Response , Forced Response or Disrupt effect triggered from a Character or Support card in play).