When creating a new project, a zone can be selected from the dropdown menu:
In order to change the physical location your project is deployed from after it has been created, just head to the Settings area within a given project, and choose a different location from the (default) UK zone via the Project Zone dropdown:
Then, all future deployments will originate from a server within that location, rather than the UK. In case you're deploying different projects to different locations, you can easily change any project that will gain a speed advantage from being deployed from outside of the UK.
You'll be able to review and where appropriate, add our additional location IP ranges to your servers by reviewing our Firewall FAQ.