Can you see the location of ad organizations if they hack into your facebook?

[asdf]

so i was on my facebook today on my computer and i wanted to see if it said i was l logged on on my phone, so i went to security and checked. Then I noticed that someone had logged into my facebook account from Aurora Colardo a couple of hours ago, and I live nowhere near Colorado. My sister said it could just be the ads that you click on and stuff and that's where their organization thingy is but I don't know. I guess my question is if it shows you when ads are on your facebook cause i definitely don't want some stranger on my facebook. I changed my password to my facebook&email but I'm still really worried because I have maps and things on there like when you set your location and im just scared someone might track me down.
So is it possible that it's just an ad? or if it was an ad would it show the location of the ad? because I don't think they would even bother to show the location if it's just an ad thing..
Thanks in advance and if this has happened to you let me know!