I think I see your confusion, and in retrospect, that is somewhat oddly worded given that Location and Dangers aren't really detailed elsewhere. I'm going to start from the root of this, so if one of these sections looks really basic and obvious try skipping to the next section.
Use a monster, danger, or location move
In Dungeon World, the GM is limited in much the same way the players are. When something gives the GM the opportunity to act (usually a player rolling badly) then the GM picks one of the moves from their list. The first of those (and probably the most commonly used) is "Use a monster, danger, or location move." This seems a little strange (we get a move that lets us get another move? What?) but it's exactly what it sounds like. When you use this move, you pick a monster, a danger, or a location, and use one of its moves instead of one of the other GM moves. The narration should be the monster, danger, or location doing something to present a problem.
You are totally allowed to narrate one of the other moves using a monster, danger or location! A monster could laugh and tell them the horde sacked the town last night revealing an unwelcome truth, a storm could get water into the supplies using up their resources, and a cave tunnel could collapse and separate them.
How would a location have moves?
When a location uses a move, it doesn't necessarily mean that the place has a genius loci or other animating mind. If you're making a location up, you can give it moves just like you'd give monsters moves. Except, there's a section in the book talking about how monsters have moves and how to figure out what moves a monster has, and nothing like that for locations. I never actually noticed that until I saw this question. Basically, think of things in a location that would go wrong for the players; in a bog someone might get stuck in the mud, on a mountain stones might crumble underfeet causing someone to fall, in a dungeon there might be traps that fire at the players. Those could all be moves. You can improvise them on the fly from the basic GM moves, but if you aren't a huge fan of improvising you can totally make some in advance. I've made an example below.
(Magma)d8 damage. Tags:Magical, terrifying
Volcanus peak is a less-than-dormant volcano. It's a dangerous place even if there were no death cult intent on seeking the end of all things, but such is the life of an adventurer.
Instinct: To drive out interlopers
- Crumble beneath someone's feat
- Let loose flows of liquid flame
- Erupt in a terrifying display
That's not the best example of a move, but you can see how we're basically building a monster without hit points. (How do you kill a location? If you have an answer to that, by all means give it HP.) It does things the same way monsters do.
Alright, but what's a danger anyway?
You got it in one. When you make fronts, you also make dangers for the front. When you make dangers, you also make a couple of moves for those dangers. Check out the section on making fronts again- they give a whole bunch of example moves for different kinds of dangers (Planar forces, hordes, etc) and even a section on making custom moves if you need them.
Basically, in Dungeon World some locations and all the specific dangers of a front have moves just like monsters. When the players give you the ability to make a move (probably by failing a roll, or by standing around looking at you) then you can make a general GM move, or a more specific move of a monster, location, or danger. Monster moves are detailed really well, danger moves are at least listed, and location moves don't seem to be mentioned again after that one line. If they are, I can't find it, and I'm kinda curious why I didn't get confused when I first read this too.