Yes. Put your local office. However, it's not a big deal to even leave it blank. I put the closest office to me in distance but they automatically assigned another office to me based on my zip code. So it looks like they don't care what you put in there, they will decide based on your zip code. I had to drive for over an hour for my interview, although the closest office is like 15 min away but my zip code isn't covered by that office (makes no sense to me why they ask that question then.
