Steps to Follow:
You need to edit allcity.php file .
Go to this file path - wplocalplus/include/allcity.php
In allcity.php file you would have to make below mentioned changes -
For Example -
If you want to add city - Colorado,US
You can add below mentioned changes -
<p class="city"><a rel="nofollow" href="'.$pageLink.'&location=Colorado,US">Colorado</a></p>
If you struggle with this, please do let us know.