How to add location info to Calendar using "Quick Event"
As far as I know (and I'm purposefully not citing anything here, because I have found absolutely nothing on the topic after much Googling, other searching, etc.), as of El Capitan there is no way to achieve this. 

My rather simple workaround is to type out my event, such as


  Dinner with Will on Wednesday at 7 PM


And then to quickly tab to the location field in the event inspector, and fill in the event's location there there, e.g.:






Happy to update this answer as a more fulfilling solution presents itself.