It's held in the office of the shelter, it'll be the first thing you see when you walk in, metal door and stuff
As a general rule, these orientations are usually held at the animal shelter because they need to give their prospective volunteers a thorough tour of the entire facility. I can tell you this because I am a volunteer myself at Pasadena Humane Society and I really enjoy doing the laundry for the animals in need. Call them at the number they have here, go over there personally or check their website if you have any more questions.
They have small dog pups
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