We've updated our location creation page to simplify and streamline the experience.
Locations can be created from Studio set-up > Locations and rooms.
And you can choose which stripe account to associate this location with.
When creating a room or space within a location you'll be prompted to select a 'parent' location.
The blue text above about zoom refers to this -- after connecting your zoom account via (Apps & Integrations > Third Party Integrations > Zoom), you'll find that when you create new classes, you'll see an option like this. No room required.