The Stelline Laboratories is a building presumably outside of LA, and doctor Ana Stelline works and lives here. She has to stay in a room blocked off completely by a transparent screen through which she can speak to clients. This is due to an illness she was born with, and her parents left off-world. Wallace then contracted her to create memories for his replicants.
The building is situated on a concrete ground, and surrounded by concrete buildings. It is snowing throughout the film film, indicating the snow is possibly artificial. Ana Stelline comments on how beautiful the snow is at the end, possibly meaning she requested to Wallace to keep the snowy weather constant.