Your geos can be as broad (e.g. country) or as granular (e.g address) as you like. 

Your geo targeting is always set in AdWords (campaign level) or Facebook (ad set level), not in WeatherAds.

If you are targeting large areas such as countries or states, WeatherAds will automatically split up your geo targeting into smaller constituent parts, which then enables the tool to play & pause your ads or modify your bids based on the weather in each location. This does not affect your overall campaign performance or geo targeting settings, because WeatherAds keeps within the territories of your original geo targets - it just breaks them up into smaller constituent parts so that it can weather target them at a higher resolution. 

Example: if you were to target the State of California, WeatherAds will break this down into LA, San Francisco, San Diego, etc – in order to accurately weather target each location based on the local weather in that location.

Further reading: What types of geo targeting does WeatherAds work with?