I know that after you play a location card it is knelt for the rest of the round until the standing phase, but does a location card ever die, or is it ever sent to your discard pile? If so when do you do this?

There are effects that destroy locations. I'm not aware of anything that outright "kills" them (sends them to the dead pile rather than the discard pile), but to answer your question, locations stay in play forever unless a card says otherwise.

I know that after you play a location card it is knelt for the rest of the round until the standing phase...

This is not actually true. Locations cards come into play standing and can be used immediately (provided all play restrictions are met, of course).

...but does a location card ever die, or is it ever sent to your discard pile? If so when do you do this?

Locations only ever leave play when a card effect specifically makes them leave play. So look for cards that say "discard a location."

Thank you i appreciate the quick responses, being i am about to play my first game ever. One more additional question, if i use a location cards effect and it survives for another round can i use the same effect for the next round?

Sure. If it's in play, you can use it.