Windows 10 tracks your location and it is helpful for many people. It helps you to locate the nearest restaurants and get the latest updates about local weather. But if security is your top priority, it is a good idea to prevent Windows 10 from tracking your location. Go to 'Location' section in the Privacy settings and disable the 'Location Service' option.
You can also disable the location services for specific apps. Scroll down on the Privacy Location page and go to 'Choose apps that can use your precise location'. Select any app you want, such as News or Weather and turn off the location services. When you disable this feature, Windows 10 still keeps past location history. So, you need to find 'Location History' on the same page and click on the 'Clear' button to remove all saved locations. You should clear this out regularly.