What role do Orlando, SeaWorld and New York have in the story?

I think they are actual places that exist in the settings of the book rather than fictional "paper towns".

But like; what role does each one of them have? They don't share the same role my teacher said.. She said it had to do with Margo's clues giving away that she could be in NY and SeaWorld being the place Quentin and Margo broke into. I just don't know