Click the "Locations" button. This should open a 5x5 grid of locations. Your current location is highlighted yellow. Clicking on a defined location will instantly take you there, highlighting the new location yellow.
Clicking on an "open" location will open a dialogue to name the location. When you submit, a description of the location will be generated and npcs will be procedurally generated if there are currently none. This may take a few seconds. The location's name will change to what you wrote and you can now visit this location by clicking it again, turning the location yellow.