The Palace is a special building in Civ 6

The Palace is a special building. Part building, part wonder, the Palace automatically appears in the first city you build, which makes that city the Capital of your empire. The Palace provides a small amount of Production, Science, Gold, and Culture to your civilization. If your Capital is captured by another civilization and you still have other cities under your control, the Palace will automatically transfer to another city, which will become your new Capital.