Seen in the quest, Imperial Audience.
One of the objectives in that quest involves talking to Yennefer, and so Geralt has to come to this room.
This room is located adjacent to the Royal Library.
After the conversation is concluded, Yennefer leaves the room via a Portal.
Geralt: Sure she'll be delighted to see me. What about you? What will you do?
Yennefer: I shall sail for Skellige. There was a magic explosion there recently, blew half a forest down. I believe this had something to do with Ciri. I'll be in Kaer Trolde. Join me there once you've learned something.
Geralt: One thing before we go... Why didn't you contact me? Didn't need me, didn't even want to see me?
Yennefer: I didn't want to spoil things. I'd heard you and Triss made a great couple.
Geralt: Yen... I'd lost my memory.
Yennefer: Really - that's your excuse? Let's drop it, all right. "It's not what you think" or "It helped me understand how much I love you"... I don't wish to hear it, any of it.
Geralt: Guess this means we need to split up again. Not my preference, but I understand. Clock's ticking.
- After Yennefer exits through the Portal, you won't get the chance to speak to her until later in the game.