When they had gone to Central Fiore, Yuurei had done some research and it had to do with the Domus Flau. It would seem like this place had a hidden location within the area. It led to an underground area that was said to fill with archives of all fighters and the history of this arena.
Yuurei had sent a letter to Kaito and he was now waiting for him at the entrance of Domus Flau.