We generally want to target the most populated areas for location targeting. For example, if a client were targeting the entire U.S. we would also want to set up targeting for the 4 largest states in addition to the whole country: Florida, Texas, New York, and California. The MC should provide the locations they want targeted for their client when they ask you to set up a new Google Ads account or Campaign.
Location targeting is set at the campaign level. You can find location targeting in the lefthand menu in google ads under Audiences, keywords, and content >> Locations