I am not sure what your level coming in is. I was just there for a first round. It is in Hudson Yards and you need to register both with security on the ground floor and reception at the BCG office. I would recommend arriving at least 30 minutes early. They will have you mill around the lobby/meeting area where you can get a coffee or snack for free. Your first interviewer will come and get you at the appropriate time. And then I was just handed off to the next interviewer when I was done.