Mandatory field.
Here, we will call it the "Region" field instead of "State-Province-Region"
Political unit between Country and City
You may have to look up the state, province or region. Use the City to search: "province of Rome, Italy"... will provide the Province of Rome. But there are 5 provinces in the Region of Lazio. Lazio is also a legitimate choice. It's up to you which one to use.
Fortunately, many countries have just one main political unit between Country and City. (Not including very local ones.) Names for political units also vary. France has Departments and Regions. Small countries may have Counties or Parishes.
If you know the most commonly used Region, it's best to use it for optimum search results.
Well-known regions that are not formal political units
Examples: Scotland, Cappadocia, New England, Catalonia, Kyushu. Enter the Region manually. In the City field, enter the capital or largest city. For Catalonia, it's Barcelona. If you make a mistake, the database will forgive you, since your location is sorted by Region, not City.
Where there is no Region
Small countries may not have any states, provinces or regions. Small island states often go island by island. These are all okay. When in doubt, it's okay to use the City name in both the Region and City fields.