It could be that you haven’t entered in a location, or that the location you entered is not a valid address. To check this, login to the website and click on your profile photo (will appear as a circular silhouette if you haven't chosen a profile photo yet). A dropdown box will appear-- select "My Circles."
From here, click on the name of the circle you are updating the location for. Then, click “Manage” from the lefthand column. Now click “Location” in the horizontal navigation bar. Re-enter your location, make sure to select one of the GoogleMaps validated addresses in the dropdown menu that appears, and click “Update.”
We've also created this instructional video that outlines the process and demonstrates the bit about GoogleMaps:
That should do it! After you do that, go to the main Circles page and see if your circle is on the map.