Creating dynamic content and pages for 1000's of locations

How can I generate dynamic pages on a Wordpress website from information provided in a separate MySQL database?

I have a database with Locations and I would like to have a page for each of these created dynamically. For example, I have a database entry for LOCATION1. If the location exists in the database, I would like a page such as www.example.com/LOCATION1/ and for the content to be dynamic, using information from the database.