If eligible for FSTP, you can stay in any part of Canada except Quebec. The province of Quebec has its own selection process.
At the time of filling your profile, you will have to mention where you plan to live in Canada. But it is not mandatory to settle in that province/state.
Do note that if you are nominated by a province/territory through the Provincial Nominee Program [PNP], you must settle in the province/territory that has nominated you.