This feature is still rolling out to everyone–if you don't have it yet, you should soon! Once it's available for you, you'll see the option on all new live streams.
You can add location information to your Tweets, such as your city or precise location, from the web and via third-party applications. You always have the option to delete your Tweet location history. Learn more
This feature is still rolling out to everyone–if you don't have it yet, you should soon! Once it's available for you, you'll see the option on all new live streams.