How to show location where I am on the screen always?

[kaynide]

I mean, what you're asking is exactly that- look at the minimap.

You can zoom in/out the compass thing that's always up. You can also resize the actual minimap's box to take up less screen space and/or change the minimap's transparency so it is "invisible" when you move.

If that's not it, you also have coordinates under the compass.

...or are you asking for like.. a subtitle? Like it to say "South Shroud - Quarrymill" on the hud to show current region? This option does not exist, but you could macro <pos> to show your current coordinates and zone; eg "South Shroud (20.1, 21.3)"