training school; training institute; practice hall
A facility or institution where one practices or trains, often for arts, sports, or vocational skills.
He goes to the judo training hall every day.
You can take private piano lessons at this training institute.
教室 is a classroom or lesson space, often in a school setting; 練習所 emphasizes practice and training rather than formal instruction.
Compound of 練習 (practice) + 所 (place). The exact historical derivation is uncertain, but the meaning is transparent from its components.