At this time it is not easy to use Exposed location filter.
Here's my idea:

1. Searching an address with OpenLayers Geocoder module is easy and accurate.
2. To use the pointer to give location is the same. More accurate.

It would be nice and handy to have both options !at the same time! with exposed filters location input.

At the same time congratulations for everybody deploying openlayers-related modules.