Andrea,
Unfortunately, the location field does not look to be translated. The gender fields are translated based on locale, but other fields look to always return English values by default and there's no way to change that behavior that we're aware of. You'd have to do a lookup/translation from the English values to your own local values.
You can test yourself using the
Facebook Graph API Tool
. In the GET box, add something like ?fields=id,location,gender&locale=it_IT You'll see that the gender is translated, but the location is not.
I hope that helps explain,
Alex