location pages that are unfindable on site

Firstly, apologies I'm new to SEO so this has probably been answered before but I've come across two different sources saying that you can make pages related to a location that you want to rank for and then just index them and put them on the sitemap but never link to them anywhere from your site, just link from them to your location page. It seems kind of shady but wondering if I will get penalised for doing this?