Model paths by regular languages I want use DFA to describe a sequence of movements in a 2D-space (language will be  the path accepted by automaton in a particular case).

That is a typical modeling problem: how can I encode a sequence of 2D movements in a DFA?

Infact, walking through DFA or NFA seems a process analogous to walk through point of a maps.

A naives example could be: State like point in space coordinate (x,y); and  Transitions with an alphabet of "up, down, etc".
That's direct approach is impracticable beacuse "the number of locations is infinite or simply too many". I'm looking for a better and more efficient encoding.

Are there any study about using regular languages for coding path, or movements?
If the number of locations (e.g. points or regions) are finite, naively, you can say that these locations are my states and you can directly use a DFA with an alphabet containing UP, DOWN. But you already said it's impracticable for your case.

Then, let's look into where the number of locations is infinite or simply too many. Basically, in this case, you need to recognize that the sequences UP-DOWN, UP-UP-DOWN-DOWN, UP-UP-UP-DOWN-DOWN-DOWN ... etc. are equivalent because equal number of UP and DOWNs gets you back to the starting point. This is the classical example of non-regular languages. Therefore I suggest you looking into other automata such as counter machines if they are sufficient to capture your intentions.