Information on the location
As the name implies, Capone's warehouse is a building where Al Capone would carry out many of his criminal activities.
Appearance in the rap battle
This is the location where Al Capone rapped. During his first verse, Capone's gangsters appeared alongside him, inspecting his smuggled cases of alcohol in the warehouse. Later on, Blackbeard's pirates could be seen sneaking in to steal the booze. Lastly, the mobsters were shown making a deal here with Edward Kenway to kill the pirates.