The warehouse is an abandoned building, presumably near an industrial area or harbor. The location is featured in the Bible Black: Origins series.
The building seems to be somewhat dilapidated, as a large hole in one of the metal walls can be seen.
Later, the thugs lure the blond-haired student Reika Kitami to the building by pretending a puppy dog is injured. They then brutally rape the girl there at Kozono's command. They tie a rope to a metal pipe inside the building to restrain her.