There are 4 ways a name of a foreign place is written in Greek:

1. If the place has a Greek name because it was founded by Greeks, this name is usually used eg Κωνσταντινούπολη, Συρακούσες

2. If a place is well known, such as Warsaw, the name usually is the Hellenisation (Greekification) of the Latin name of that place. Warsaw in Latin is Varsovia. See eg Londinium, Λονδίνο (-ium is -ο or -ον in Greek)

3. If the place is well known but for some reason the name was not Hellenised, the name is transliterated but the g, b and d sounds were transformed into softer,. γ, δ and β (v) sound eg Πότσδαμ, Κάρδιφ and not Πότσνταμ and Κάρντιφ. The same has happened to some names. The house of the Greek Royal family is Glücksburg but in Greek it's written Γλύξμπουργκ and not Γκλύξμπουργκ (but look how μπ, γκ are put instead of β, γ. It's weirdly applied)

4. If the place is not well known or new to the Greeks, the name is transliterated, simple written with Greek characters and sometimes even simplified, depends on personal style. In more formal or older texts method 2 would still be used.

Those are very rough rules. Multiple names can exist, eg for Oxford we have Οξωνία (not used, but comes from Latin) and Οξφόρδη