Magnus gave the right answer already. I have a couple of categories in one text file ready for this case. So for me it's easy to create a new category as I usually operate in the same location (county) and when I come across a new location that isn't in WikiTree yet I just add it by clicking on the red link (which opens a new window with a blank canvas).
Then I first copy the correct higher category to ensure that the new category isn't forgotten and dangling unconnected in the air. In case the higher category isn't there yet I still add it and do the same (clicking on the red link, etc.).
It's always good to use some sources to double check that the category is put in at the right place. Wikipedia usually has a regional structure on the right hand side in a box, other geolocation sources like eg in Germany gov.genealogy.net are available that give you the correct information even for past, no longer actual regional structures.
So while a location is under the current structure pointing to a certain county, it might be that it was under a different jurisdiction in former times. Just add that link as well, but I think you're familiar with editing categories.