That's what I was thinking before I ever saw the show, then when I saw it, it seemed like a physical place that people go to like when homeboy was being trained in and those girls that are obviously human are talking about how "perfect" he was.
if you go to one of the sites
@TheDarceKnight linked
Westworld: A Delos Destination you can read some Delos "personnel" emails where they shed light on a few things
apparently there's an Arrivals section of the building where guests go to enter the park...i assume most hosts are already in the park and a few might be added on the train in the same way...but they still have yet to reveal any info on how they actually get guests/hosts/objects in and out of westworld...but it does seem to all be done in the same facility
another email on the site i found kinda interesting could explain how dolores' dad stumbled on that pic of the girl in times square
there seems to be a few instances of employees mixing their personal belongings up with stuff meant to be put into westworld...one example they cited was an employee's bra that they almost put on to one of the hosts before sending it back in
so it's possible that the pic could be an employee of Delos or someone they know