Courses (except those conducted online...) meet in rooms within buildings that are located on campuses. To add meeting times to courses, it's handy to place them in a location (though that isn't strictly necessary). Get started by going to Campus Life > Settings > Campuses or Buildings.
Read more about campuses and buildings.
Take a few minutes to add Locations for your school (this will also help your Billing people set up Room Plans for student housing).