If you're downloading a lot of data from DBpedia, you should probably just download the data dumps and run your own endpoint locally. But if you just want a list of list of individuals of a given type, you can use a select query:
select ?location where {
?location a d0:Location
}
order by ?location #-- need an order for offset to work
limit 1000 #-- how many to get each time
offset 3000 #-- where to start in the list
If you actually want RDF data back, you can just change that to a construct query:
construct where {
?location a d0:Location
}
order by ?location
limit 1000
offset 3000