This is where Sims get a job in Law Enforcement and where they go if the Sim is in jail. In Sunset Valley, it's near the square, the city hall and quite far from the abandoned warehouse despite the info given in the preview poster given in preorder.
Like the science lab, it has a statue in the front of the building, the SVPD (Sunset Valley Police Department) and RPD (Riverview Police Department) have a police badge. Sometimes, a police cruiser can be seen parking in the front of it, as it is a reward for reaching career level 5.
There is no police department building in Bridgeport, Appaloosa Plains, Starlight Shores, Moonlight Falls and Isla Paradiso. Sims living in these worlds and working for the police department instead work at the City Hall, as it contains the combined police department and military base.