You first need to select the person you want to give a place of death, and then click on edit. Now, you'll probably see options to add stuff like names and life dates. Above the field for "Given name", you'll see a tab that says "Personal".
Next to it are other tabs - "Partners", "Contact" and "Biography". If you select "Biography", you'll be able to add birth, death and burial places and several other useful information about the selected person.