I deploy an AD site wherever I want my users (site aware) to authenticate to their local DC. Yes create a site at each physical site where you have a DC. Create your site links and move the server to the servers container in the site. To summarise:
A site is collection of one or more subnets (VLANs, segments etc). A site link defines intersite replication which is 180 minutes by default.
If done correctly you shouldn’t really have any issues. However I would perform a brief AD healthcheck using
and DCdiag (replmon is very useful too!)
before and after the operation.