Manage Location (State, City)
1: Add Location
Go to Events Manager >> Location
+ Parent Location is State at frontend
+ Child Location is City at frontend

2: Display Location at frontend
2.1) Add Location to menu
Go to Apperance >> Menus

2.2 ) Get Link of a Location
Go to Events Manager >> Location >> Choose a location to copy link

2.3) Display Location in Search Form
You can show location in search form by config in Event Settings. Read here

3: Change slug
You can use Loco Tranlate plugin to replace slug "location" or these text "States", "Cities" to your language in Events Manager Plugin. Read here
4: Customize Template
The location page will display all events in that location, So you can customize template in Archive Events Page.
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