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Do you have some background information on how to better understand what the major sector focus is for a city (e.g., finance, manufacturing, tech) to choose a location?
The best place to start is by going to the firm website for that specific location (e.g., McKinsey has a page for their Denver office specifically).
Usually, it will list the sectors that office focuses on. You may also see the partners, associate partners, or principals on that page as well who sit in that office and from there, you can find their backgrounds on LinkedIn to get a better understanding of the areas leadership in that office focuses on.
Firms also have office specific webinars/networking events so keep an eye out for those. They host those so people can learn more about that office and to meet people who might apply to their office specifically.