Trouble setting up RLS for a set of reports

I couldn't locate where this issue was addressed, so I will ask here.  I am sort of new and having to learn things on my own, please forgive my lack of knowledge

We have a business with multiple locations and different owners/users that need to be limited to seeing details about their location, but NOT see the info for other locations.

I have a central PBIX file which pulls and cleans all of the data for all locations.
I have 2-3 PBIX files with sets of reports for various roles within the organizations that pull data from the central file, but don't store the data.
I will create apps from the various files which are accessible by staff at each location.
I am able to set up roles in the main file and restrict those roles to only see a particular location's data.

My issue is that I cannot set up those roles in the other "report" files.  That option does not appear in the same place it does on the central file.   I don't know if the RLS will work "through" the secondary PBIX file where the reports are.   I also don't see where I can assign those roles in the resulting apps from those report-centric PBI files.

I am more than a little past my experience level on this.  Any help would be appreciated.  Thank you!