Sites are accessed from Admin User > App Settings > Sites
Use the 'Create New Site' button to create a new site or double click to edit an existing site.
Location types can be set up in a similar fashion. Go to Admin User > App Settings > Location Types to access the Location Types page.
Use the 'Create Location Type' button to create a new location or double click to edit an existing location. Once you have created a Location it will appear in the Location Types panel on the App Settings page.