I have a location in my story called "The Scar". Would this, as well as the names of cities and other named locations, need to be written in italics?
Would you write the names of real cities and other real named locations in italics? No? Well, in your story these locations are real. No need for italics.
No, it does not need to be written in Italics. I think the only name that is regularly written in Italics is the name of a ship.