How to check the array of featured images IDs

This is solely a PHP question. But as birgire mentioned, you can use in_array(). So, change your code to this:

$post_thumbnail_id = get_post_thumbnail_id();

if( in_array( $post_thumbnail_id, array(1, 2, 3 ) ) ) {
    echo '<span>Location</span>';
}

The first argument is your value, the second one is the array you want to search in.