Before adding a holiday, make sure you already have created an office on the dashboard.
To create an office:
just the "People" section --> click on office section --> create office. Add the details and it's created.
Once the office is added:
Head to the Leave section on the dashboard and open "Team calendar"
Click on event tab and select "holidays"
Click on "Add holiday"
Add the name, pick a date, select the office you want to map the holiday and hit save.
You can see the holiday is now created for the tagged office.