The Graybox is the operations center for the secret American agency Alpha Protocol. It's location is unknown to all or almost every agent of the agency due to it's elaborate and secretive operating procedures. This facility is the starting location of the game as well as the final location. The Graybox is also considered the initial training mission of the game, named after the facility. The final mission takes the player back to the Graybox after three months time.
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The facility itself is in an unknown location. The exact location is unknown by Michael Thorton or any of the other agents at the agency. It is stated in an in-game e-mail that the standard procedure for bringing agents and people to or from the facility is to sedate the individual before readying them to be transported to The Graybox. It is unknown if high-ranking or key members of Alpha Protocol are an exception to this rule or if they are somehow made aware of the facility's exact location.
The facility is guarded by selected members of the United States Military. These members, dressed in suits of black and orange-yellow utility armor, are highly trained and dangerous. They protect the facility from any invaders or threats. Unlike the agents, they are stated (by Sean Darcy) to stay on-site for prolonged periods of time ("The ones here have got a lot of time on their hands, and that means a lot of time to hold grudges"). This means they are either kept in The Graybox for prolonged periods of time, or that they are confined to The Graybox indefinitely.
Among the soldiers, other agents (encountered as men wearing black suits) occupy the facility as well. There are numerous agents under the agency, all of whom operate under the same procedures and guidelines as Michael Thorton.