Open the clock pop-up, click "Edit" to edit the locations. Add a new location.
The location shows up immediately in the panel pop-up/map, but it doesn't show
up in the table in the Clock Preferences window. Closing and reopening the
preferences doesn't help. You need to log out and back in to get it to show the
new location there.
This was a recent regression. Fixed in both upstream and rawhide.