I'm sure this is a dumb question but I just can't figure it out. I searched with no luck.

How do I make my location show up in the little box directly to the left of this?

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Your location box is blank on your profile.

Upper right corner click on your username, then click user control panel.
Left side of screen click on Edit your details, scroll down to where it says location, and enter your location. Click Save and you're done.

 

Thank you!

I entered my country, city state, maybe something else... But somehow missed the "location" box.

 

Correct, your address info isn't public, so there's a separate box for location that visible to all, if you want it.