When you select a rule you'll be prompted to choose a location the internet traffic goes through for that rule.
You can choose any location and HideAway will select the location with the lowest latency/ping, or you can choose a specific location and server.
Select a location from the list
From the drop down, choose a location from the list, or if 'Any Location' is chosen, then it will select the location with the lowest latency/ping - usually the closest location to you
Select a location and server from the list
Select a specific server in a location. You'll see all the latency/ping times and can choose your location this way.