As you wrote it is a device attribute inside WhatsUp Gold. That means, it is some type of saved configuration attribute. That WhatsUp automatically stores it, is something else. Inside CMK you can reach a similar behavior with using the inventory data mentioned by @r.sander and use some script to write these information in some own defined host attributes. These attributes later can be used in the notification similar to your example from WhatsUp.
Device → HW/SW inventory → Script → Custom Host attribute → Notification
I have one system where the location data comes not from the device itself but from a CMDB and i handled it with the custom attributes.