The safe house is never shown nor is it ever revealed within the course of the game. It is first mentioned by Headache Tommy after Nilin's escape from La Bastille in Episode 1. It may have been the location featured in the Live Action Trailer prior to the game's launch date.
Events of Remember Me
After Nilin remixed Frank Forlan's memories led to his suicide, Nilin presumably returned to her safe house in the hopes to hide from S.A.B.R.E. Force authorities. However, they manage locate the safe house and catch her off guard when they storm the house. Despite her struggle, she is arrested and taken to the La Bastille prison for her crime. At a later time, Headache Tommy goes to her safe house and retrieves her "Combat Skin" and glove from the location before S.A.B.R.E. Force can confiscate it for evidence.