...A totally different question is if it is wise to do so.
AFAIK It is not a two-way thing, and should not require location to be turned on. It is the matter of the carrier broadcasting a message over the cell towers covering an affected area. And HOPEFULLY it is needed so rarely that you are unlikely to know if it is on or off.
In DK they have started using this with yearly testing, with a nasty ear-wrecking sound, so this year I made sure all my phones were off,,, during the test...