He attends a swordsmanship training center.
This institute teaches the tea ceremony.
道場 is specifically a training hall for martial arts, whereas 指南所 can refer to any place of instruction, not limited to martial arts.
Compound of 指南 (shinan, 'instruction, guidance') and 所 (sho/jo, 'place'). The exact historical derivation is uncertain, but the spelling is conventionally associated with a place of teaching.