This case is barely used at all, so you won't have to worry about it much. But, you should learn it just in case you come across it.

The locative case is only used with the word domus* (which has forms in both second and fourth declension) and the names of towns and cities. It is used in the same way as the ablative of place where - it expresses the place where something is. 

In first and second declension, it has the same endings as genitive singular and ablative plural. So, in first declension, the locative ending is -ae for singular and -is for plural. In second declension, the locative ending is -i for singular and -is for plural.

In third declension, it has the same endings as the ablative case in both singular and plural (-e in singular and -ibus in plural.)

Here's an example: Mea soror domi est. --> My sister is at home.

*Even though the word domus belongs to both second and fourth declension, its locative form is always domi.