Our's in a trans center. But it may be in some other kind of building or something-- perhaps it is a building not used in the evenings. Is there a contact name or email address? If so, you should contact them first. Don't worry if you don't know anyone. It is a good place to meet other trans guys. As much as I like this, it isn't like real life. The guys all get along really well in ours, and I we have plans for an exercise group. So other things can happen, like making friendships that go beyond group.
As someone asked-- yes, it is just like the movies. You go in and sit in a circle. You introduce yourself. No one makes you talk if you don't want to.
--Jay