A Location setting was added to version 2.6.6(2) of Engage for Square users as an increased security measure. We have not had any security breaches. However, this Location links the app with your Square account even more and makes a security breach much more difficult.
All you need to do is proceed to the processing tab in the Engage app, and choose your Location from the dropdown Location menu.
You probably will probably not need to log into Square, as the Engage app will automatically be able to access your location Nicknames once the app is connected to your Square account, and will display them in the application. However, for your reference, the location can be modified in Square by logging into your Square account online, navigating to Account & Settings / Locations.