Most existing point cloud instance and semantic segmentation methods rely heavily on strong supervision signals, which require point-level labels for every point in the scene. However, such strong supervision suffers from large annotation costs, arousing the need to study efficient annotating. In this paper, we discover that the locations of instances matter for 3D scene segmentation. By fully taking the advantages of locations, we design a weakly supervised point cloud segmentation algorithm that only requires clicking on one point per instance to indicate its location for annotation. With over-segmentation for pre-processing, we extend these location annotations into segments as seg-level labels. We further design a segment grouping network (SegGroup) to generate pseudo point-level labels under seg-level labels by hierarchically grouping the unlabeled segments into the relevant nearby labeled segments, so that existing point-level supervised segmentation models can directly consume these pseudo labels for training. Experimental results show that our seg-level supervised method (SegGroup) achieves comparable results with the fully annotated point-level supervised methods. Moreover, it also outperforms the recent weakly supervised methods given a fixed annotation budget.