When you initially connect your Square account to TaxJar, this connects only your primary Square account which has its own individual Merchant ID.
If you use multiple locations, each additional location will also have a unique Merchant ID.
In order to allow TaxJar to import data from all of your Square locations, you'll need to do a couple of things:
1) Allow TaxJar to import data from each location by adding the TaxJar app to each location.
2) Visit Square > Apps and "manage" the TaxJar app to approve the TaxJar connection with each location inside of your Sqaure account.
Once you connect each location to TaxJar, your Dashboard will show you the exact locations you've connected, along with the range of data TaxJar has imported for each location under "Linked Accounts."