Once the module is published, and users select the region, the further actions that will be taken will be filtered based on the region's first selection.
The selected region in the module will be fixed site-wise. The system will remember this selection until the user changes it something else. The user can change the region any time from the module's select list anytime.
The selection can also be reset by choosing the first element from the list.
You can place the location module in any module position.
To enable the module, go to Extensions -> Modules and search for DJClassifieds Regions. Select and edit it to adjust the settings.
Besides the regular settings, you will find in every module you can choose the maximum level the regions to display in the select list. Depending on your setup, this setting may be handy to let your users select only countries, states, cities etc.