Recall that the W state may be defined as:
$$\vert W\rangle=\frac{1}{\sqrt 3}(\vert 001\rangle+\vert 010\rangle+\vert 100\rangle).$$
Given three qubits, initially to prepare such a state local operations (wherein at least two of the three qubits are at the same location) will need to be performed. Depending on your background, see, for example, this question for some circuits that can prepare such states.
However, once prepared each of the three qubits may "go their own way", and measurement on any one of the three qubits will collapse the other two. For example measuring the rightmost qubit to be in the state $\vert 1\rangle$ will collapse the first two to be in the state $\vert 00\rangle$. All three qubits can be lightyears apart.
And certainly one can define the generalized $\vert W_n\rangle$ state on $n$ qubits, as a uniform superposition over the $n$ one-hot basis states. For example $\vert W_4\rangle$ would be defined as:
$$\vert W_4\rangle=\frac 1 2(\vert 0001\rangle+\vert 0010\rangle+\vert 0100\rangle+\vert 1000\rangle).$$
In this pairs of each of the four qubits will need to be local to each other in order to prepare the state, but then afterwards each of the four can be at a different location.
Take note that once one qubit is measured the other qubits are irrevocably collapsed. If you want to repeat the experiment you will need to bring the qubits back together again to re-prepare the state.