3-Game Setup Bullet 1.
"He takes the remaining Location and Empire cards and places them face up on his Empire deck space."
What remaining Location cards?
This seems to have gotten muddled. There aren't any remaining location cards for Rome or Carthage. What this was meant to say was that locations that start the game neutral (in Sicily or Corsica-Sardinia) are set to the side and claimed as the game progresses.
"The player may draft controlled location cards that were sent to the Empire Deck, even if out of supply."
How do location cards get into the empire deck?
See 5.4.3 - Return card to the Empire Deck.