Final Fantasy Crisis Core: Training Room Scene Question?

Alrighty, you know how, in Crisis Core, Genesis, Sephiroth, and Angeal, have that one scene where they have that fight in the training room? Well, I was wondering, where are they located. I know they're in the training room, but I'm talking about the scene in which they are in. It seems as if they are on top of some sort of building. Could anyone please specify where they are? I'm writing a Genesis Rhapsodos story, and this is information I need to know to continue my story. :O Please help.