The Mill

 is a place in The Pitt. The Steel mill also contains, The Hole, and the Ammo Press, which as Ashur explains is how he has kept his "army" intact and with ammunition "all these years"

Trivia
Steel Mills were never located in this part of Pittsburgh. They were located along the banks of rivers opposite from the Downtown area, such as the same side of the river as where you emerged from the tunnel.