"She is working at the big prison."
Translation:Zij is in de grote gevangenis aan het werken.
If you replace "het" by "de" it's a correct sentence. But its has a slightly different meaning. It's more a general statement that she works there. The sentence indicates that she works there at this moment. The word "aan" is important in that case. You not say that in English I guess but closest is "She is ON the work (right now)"