The game lets you control multiple villages either through capture or buying them. Though you need a captain and that is not till level 12.
Not sure about the location part because I didn't choice it then again its the alpha. As of right now when I zoom fully out its only the map of Great Britain they have up.
The game is an mmo so its always going on. Everything has a tick from foods (apple,cheese, etc), building materials(wood, stone, etc), peasants,ale, luxury goods(vension, furniture) and weapons(bows, armor, etc) . So even when you aren't online your stock piles are growing. Yes you can be attacked while not being online. There are 3 screens, a world screen, a castle screen and a village screen. Villages screen is where you do all your production and building buildings. The castle screen lets you build walls, towers and other defensive buildings. This screen also lets you place troops on the walls and towers for your defense when you aren't online. The world screen show you whats going on in the world and see what is going on in your parish.