I've been thinking of making something exactly like that!
And to answer your question: Each player has the choice to visit a location on their turn, but they can choose to travel with another player (or players) instead and team up with them! It usually makes sense to split up at first, and then group up more as you investigate the storylines more.
It's meant to simulate an episode of television in structure! Separate plot threads running concurrently that overlap and then meet each other towards the end.