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On the in-game GPS map, find Francis International Airport, at the far east of the map. Between the airport and a Pay'n'Spray, you should see a line of dots representing the supports for the elevated train tracks. South of this line of dots and south-southeast of the Pay'n'Spray is an L-shaped building inside a fence. Go near enough and you'll hear gunfire. On the south side of the L-shaped building are yellow chevrons pointing the way in. Hope that helps you find it.