Summarize this article:

It can be found on the first home page of your device.  You may need to tap the "Home button" to return your device quickly to this screen. If you are using an iPod touch, you will need to have a network connection. Your device will attempt to find your current location using the Location Services. This will be the first entry in the Weather app. You can tap any location in your weather list for more details and a forecast. Tap the "List" button to return to the location list.  You can search by city, zip code, or airport.

Summary:
Tap the "Weather" app to open it. Look at your local weather. Tap a location for more details. Tap the "+" button to add another location. Search for a location.