Helen drove to the party
I find in a book that it is a location, but I am thinking it is a goal, because there is no actual place called "party". In the other hand, the definition of the Goal is : the entity towards which something moves.
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Ignoring theory-bound preferences as to the way theta roles should be labelled in different linguistic 'schools', since in current ontologies 'entities' include not only 'individuals' and 'substances', but also 'events' (among other ontological categories), and since in Helen drove to the party, the party does denote an event, the definition of 'Goal' that you refer to applies perfectly well to that PP: as you seem inclined to think, in most, or even all, current linguistic frameworks, to the party will be analysed as the 'Goal' (not the 'Location'*) of the driving event described in that sentence.
In the theory of thematic roles, 'Location' technically refers not to a place (an 'individual', in Strawson's sense) but to a functional concept generally expressed by means of a preposition such as in or at (selected or not by the head) that relates the event expressed by the theta-role assigner (usually, but not necessarily, a main verb - it may also be a noun or a preposition) to an area of two/three-dimensional space in(side) which an 'individual' - or an 'event'- is situated or takes place, respectively.
Crucially, the name of a place (e.g., London, Charles Street) cannot by itself play the role of 'Location' (nor that of 'Goal', for that matter), because 'places', like 'events', are 'individuals'(in Strawson's sense), not functional entities. If the contrary were true, sentences like * Helen lives London or * Helen drove London would be well-formed and synonymous of * Helen lives in London* and Helen drove to London, respectively, but, of course, they are neither.
This is why the thematic role is assigned to the whole PPs in London, to London, to the party, etc., instead of to the DPs that act as the complements of the respective prepositions. In the examples above, in other words, it is the preposition in or to (in the latter case selected by the verb drove) that does the crucial 'functional' work and allows the place or the event to become arguments of two-place relations involving the main event as their other argument. This is very clearly expressed in Davidsonian semantics in LF clauses like 'Location-of(e, London)' - part of the LF of a sentence like Helen works in London - or 'Goal-of(e, the party)'- part of the LF of the OP's Helen drove to the party.
Back to the specific nature of 'Location', since areas of space may be contained in more extensive ones, some more careful theta-role theories further distinguish between 'locative' roles like 'point', 'area' and 'region' of space, and, at bottom, they must, because such 'locative' roles may well co-occur in the same sentence (cf. In London, she lives in Charles Street, right in the middle of Mayfair), but, anyway, what really matters for present purposes is that 'locations' - in all their subvarieties - are never introduced by the directional preposition to; they are invariably introduced by 'locative' prepositions such as in, at, by, near, behind, etc. That, by itself, should be strong evidence that to the party cannot be a Location'.
Of course, as already explained, the complement of the directional preposition to usually denotes a place, but may also denote an event instead (as happens in the OP's example). Straightforward evidence in support of this claim is that it is possible to add to party temporal specifications like this evening's (cf. Helen drove to this evening's party in her new Audi). The reason is obvious: events occur in time, but 'places' do not, and usually reject time modifiers (unless the place name has been 'coerced' - in Pustejovsky's sense - to refer to something that is not really a place, but something more comprehensive, as in e.g., London at night, The London of Shakespeare's time, etc., but such 'coercions' need not be taken into consideration to offer the OP a reasonable answer to his question).
For such reasons, I even find it hard to swallow that the prepositional DP complement the party should be interpretable as a place at all (contrary to what a commentator claims), but, even if that were possible, the PP to the party is by no means interpretable as a 'Location'.
In sum: as PP[to] complements like to Charles Street, to London or to the party cannot denote places-in-which-an-entity-is-situated-or-an-event-takes-place, they cannot be assigned the role of 'Location' as the term is normally understood in the linguistic literature; what such PPs denote is the destination of the movement of some individual (Helen's driving, in the OP's example), and so must be thematically classified as 'Goals' (or equivalent labels like 'Destinations', etc.), but surely not as 'Locations'. Under the standard interpretation of the labels 'Location' and 'Goal' in thematic-role theory, therefore, it is not true that, in the OP's sentence, to the party should be analysable either as a 'Goal' or as a 'Location'. It definitely must be analysed as a 'Goal'.