If you navigate to Individuals > Individual Settings

You will be taken to the following screen, where you can select the Department and Location tabs from the menu.

Department

Once you enter the Department tab, select the + Add department button.

Input the department in the field provided and click the Add button.

You will now see the department has been added to the list.

Location

The same method applies to adding new locations. Once you have entered the Location tab, select the + Add location button in the top right corner.

In the window, input the new location in the provided field and click the Add button.

You will now see that the new location has been added to the list.