Assuming you already have an index that has the name mapped, or you are building a new dynamic index against the RegionLocation
documents, then the syntax for your query would just be:
Name: M*
I agree that the documentation could be better - especially the in-application help. But you can find most of what you need to know here.
UPDATE
This was raised as Issue #1250, and closed in RavenDB 2.5.2750. The studio now includes easily accessible help:
The popup shows when you hover over the (i) icon, and the "Query syntax online" link points at the relevant Lucene documentation.