How do I populate the Locality and other Work Locality fields in Update Employee Tax Data??

I have followed the steps in 2122220.1 by confirming 1) the localities are set up in Local Taxes>Tax Table, 2) Local Taxes> Company Local Tax Table 3) added the localities to the Tax Location table & checked Job Data to confirm the Tax Location Code was the same and 4) added the locality to the Update Tax Distribution @ 100%. However, when I go to Update Employee Tax Data and click the search, the locality is not an option when I click on the search.