when I sign in with Apple ID a message comes to say it's being used in another location

A possible reason for an incorrect location is explained in the section titled, "The first time that you sign in with your Apple ID on a new device" by clicking on the link for the support article 'Two-factor authentication for Apple ID' --> Two-factor authentication for Apple ID - Apple Support

"The notification might include a map of the approximate location of the sign-in attempt. This location is based on the new device's IP address and might reflect the network that it's connected to, rather than the exact physical location."

If you're connecting with wifi and not cellular, and the Internet service provider has their headquarters in another location, it may report the service provider's location and not where you are located.