I think they are asking about pictures that someone else takes and sends to them still having location information. In that case, your camera setting is not going to help, your settings are for pictures you create. (But I have no idea why someone would expect it to behave like this, so maybe I'm wrong)
The location information is stored in the EXIF data, if someone else takes a picture and includes this information in the EXIF data, without stripping or rewriting that data there is nothing you can do. I am not aware (though I have not looked) for any apps for your phone to strip or rewrite EXIF data. There are lots of ways to do it on your computer though.