Priests are not priests in a vaccuum. If a man is going to seminary, it is with the end prospect of being a priest
somewhere. And in order for that to happen, he needs the permission of the local bishop, which is ordinarily obtained through the diocesan Vocations Director. If a man wants to be a religious order priest, he’d need to go through the religious order.
So, yes, you need to talk to your Vocations Director. You can always start with your local priest, but at some point you’ll need to make that contact.
As far as where you’ll go to seminary, that’s not always entirely up to you. Some dioceses have diocesan seminaries where all their seminarians go. Other dioceses send their seminarians to a handful of specific seminaries. You can always make your request known, but in the end it is up to the bishop where you’ll go (and up to the bishop as to whether you’ll be ordained). Being a priest involves obedience. It starts at the beginning of the formation process.
For the Archdiocese of Military Services, I’m not exactly sure where they send their seminarians, but I would be surprised if where your family was stationed had anything to do with it. It seems more likely they’d send their seminarians to Washington DC or Baltimore as that is close to where the archdiocese is (more or less) “based”. But, again, this is something the Vocations Director could answer for you and to whom you could make your request known.
There is lots of info and an FAQ on the Vocations website for the Archdiocese:
Office of Vocations
God bless you in your discernment.