During the W-2 Process, the localities will be entered and linked through the Company Setup inside the State and Local tax items. Once the locality is properly linked, the necessary local forms will populate. 

You will also want to make sure that the state associated with the localities is set up on the State and Local tax items as well.

When you continue through the W-2 process, you will receive a prompt to choose your filing options. Once the state is selected, the software will confirm the state(s) indicated by the payroll data. After the state(s) are selected, an option to choose the localities will follow.

Note: If you do not receive this option, return to the grid and update your company setup to include your local tax items