Hi cristie...
I'm surprised you are able to find any of the Little Girl series of Magnolias.
They were developed more than 50 years ago at the US National Arboretum, but seem to have fallen from favor.
Someone said that Sams Club had 'Jane' for sale last year, but in my area, they, unlike Costco, don't handle trees & shrubs.
In your area, they will probably do well in full sun. There might be a problem with leaf wilt and some crispness for a few years, until the roots have become well established.
Further south, partial afternoon shade is recommended.
We grow Magnolia x soulangiana (one of the parents of 'Jane') and Magnolia x 'Elizabeth'. Both do well in full sun, in my Zone.
Happy gardening!
Rb