This is near the center of Redcoat city; it is completely filled with computers that contains every piece of data and information that the Redcoats know. Its counterpart is the Bluecoat Library. If you have both sources in your possession you could answer almost every question known to mankind, whether it be the world of magic or the realm of science!
Keep in mind, however, not all information is available to everybody. There is a Restricted Section hidden in a secret corner of the building that is heavily guarded and contains the most valuable and sensitive files (in paper or digital). In case of emergency, these files will be burned and destroyed.