Could I change location ?

You mean on your mozilla account or on your device,

For this site Hover on your name/avater and select settings, then choose Edit my profile etc.

Is it possible to change location ?

You need to give more details as this is a bit vague.

If you are referring to the built-in VPN https://support.mozilla.org/en-US/kb/built-in-vpn in desktop Firefox then this will be possible starting Firefox 151.0 to change to any place the VPN has been rolled. It will be Fx 152.0 that there will be 22 additional locations being rolled out.