To ask where something is located you use wo, where:
Wo wohnst du? Where do you live?
When you indicate the place where something is located you use in:
Ich wohne in Berlin I live in Berlin
To state location, you can also use an.
An is like the word at in English, and you use it in a similar way:
Ich studiere an der Universität in Berlin I'm studying at Berlin University
Both in and an can change depending on the word that follows them.
With der and das words, in changes to im, which is short for in + dem, in the:
das Krankenhaus » Ich arbeite im Krankenhaus
An follows a similar pattern. With der and das words, an changes to am, which is short for an + dem, at the:
der Potsdamer Platz » Ist das am Potsdamer Platz?
With die words, in and an cause the die to change to der:
die Oranienburger Straße » Ich wohne in der Oranienburger Straße
die Universität » Ich studiere an der Universität