"Is there a classroom in the gym?"
Translation:체육관에 교실이 있습니까?
I don't think it would be.
있다, 가다, 오다, etc usually require 에 as location particle, while action verbs 공부하다, 목다, 요라하다, etc usually require 에서 as location particle.
I'm using usually to protect my statement about possible exceptions I don't know about yet.
살다 is a notable exception that can use both 에 and 에서 with slight nuance differences in their meaning.