Brass: Birmingham · Board game rules
In a 2-3 player game, can I build in any location?
Quick answer
No — in a 2-3 player game you can only build in a location if it's part of your network, or if you discard that specific Location card (or a Wild Location card) for it.
Details
The number of players determines which Location cards are actually included in the Draw Deck. In a 2-player game, locations marked with certain colours (referred to as "blue and non-blue" in the rulebook) are excluded; in a 3-player game a different colour is excluded; only in a 4-player game are all Location cards included [p.3 — LOCATION BANKERS]. This means some locations may have no corresponding Location card available in that particular game.
However, removing a location's card from the deck doesn't remove the location from the board — the rulebook notes that "Location removed from the Draw Deck may still be built" [p.3 — LOCATION BANKERS], implying you can still build there through normal means, such as when the location becomes part of your network, or by drawing/using a Wild Location card.
The general Build action rule still applies regardless of player count: you may build an Industry tile at a location either (a) if that location is part of your network, using any Industry card or Wild Industry card, or (b) using the specific Location card (or a Wild Location card) for that location, even if it isn't yet part of your network [p.5 — BUILD ACTION].
Watch out: Because some Location cards are removed from the deck in 2- and 3-player games, you may find it harder (or impossible via a card) to build in certain far-off locations unless you first extend your network there or draw a Wild Location card.