Where is definied the theme location for the main menu in a WordPress template?

Menu locations are defined in functions.php

You can read the codex for more information on how to define menu locations in functions.php

Register Menus

Firstly, in your theme’s functions.php, you need to write a function to register the names of your menus. (This is how they will appear in the Appearance -> Menus admin screen.) As an example, this menu would appear in the “Theme Locations” box as “Header Menu”.

function register_my_menu() {
  register_nav_menu('header-menu',__( 'Header Menu' ));
}
add_action( 'init', 'register_my_menu' );

And this would make two menu options appear, header menu and extra menu –

function register_my_menus() {
  register_nav_menus(
    array(
      'header-menu' => __( 'Header Menu' ),
      'extra-menu' => __( 'Extra Menu' )
    )
  );
}
add_action( 'init', 'register_my_menus' );

Display Menus on Theme

Once you’ve done that, your theme will be almost ready. The last preparation step is to tell the theme where you want the menus to show up. You do this in the relevant theme file. So, for example, we might want our header menu to be in header.php. So open up that file in the theme editor, and decide where you want to put your menu. The code to use here is wp_nav_menu which we will need once for each menu location. So, add this code –

<?php wp_nav_menu( array( 'theme_location' => 'header-menu' ) ); ?>

All you need to ensure is that the theme_location points to the name you provided for your menu in the functions.php code above. (Note that it’s the header-menu being used here rather than Header Menu without a hyphen. header-menu is the name that the code understands, Header Menu is the human-readable version that you see in the admin page.)

To complete the code, you can put your extra menu someplace else. Maybe you want a menu on one of your pages, for example, and you might even want it to be jazzed up a little with a containing DIV of a certain class –

wp_nav_menu( array( 'theme_location' => 'extra-menu', 'container_class' => 'my_extra_menu_class' ) );

So you’d put the above into your Page template, and not only would the menu show up wherever you put it, it’d be styled as my_extra_menu_class so that you can work with that in CSS.