Use loadMovie() or loadClip (with the MovieClipLoader class)
depending on how much you want to know about/control the load. With
these you can specify a target movieClip for the load.
Not sure what you mean by 'location'. If you're talking
frames, you can use the load's target movieclip as a reference to
the swf and use gotoAndPlay - but you have to make sure the swf is
loaded first.