How do I set up our offices?

In Settings → Offices (admins and HR). Give each office a name, its country and, in India, its state. Everyone, every holiday and every role is at one of them, and an office's state decides the professional tax on payslips.

Your company starts with one, Head office: rename it and add the rest. You can rename an office at any time; you can remove one once nobody, no holiday and no role is at it.