I believe that, the 120 were in the Upper Room, when the Holy Ghost came.
And this is just my common sense, and can't be proved by scripture. But I don't believe there was a building large enough to hold the crowd that gathered. Of the crowd that gathered there were 3000 saved, but there may have been 10,000 there.
Quote:
Acts 2:5 And there were dwelling at Jerusalem Jews, devout men, out of every nation under heaven.
:6 Now when this was noised abroad, the multitude came together, and were confounded, because that every man heard them speak in his own language.
:14 But Peter, standing up with the eleven, lifted up his voice, and said unto them, Ye men of Judaea, and all ye that dwell at Jerusalem, be this known unto you, and hearken to my words:
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Like someone said, it probably ended up as a street meeting.
I believe they would have had to come down out of the Upper Room to preach to that many people.