When the Vista City Police Department expanded its building an evidence locker was sealed away inadvertently.
Mickey the Rat discovered a hole leading into this sealed space. He has made use of the lost evidence itself and his habit of lifting every Clementine crate that graces the department to make himself a comfortable little home in there. Only Cory knows where he got the little wonderbar he takes them apart with. He is occasionally seen moving a light bulb to the hole as well. He must have a lamp.
The hole to the evidence locker is behind a bank of ancient and battered school style lockers in the "Old Squad Room" used by the SIS. The lockers hold heavy Kevlar and riot helmets. They stand on legs as is typical of the type. Plenty of room under them for a rat.
Heisenberg's Evidence Locker is a location that might, or might not, contain the seeds of future adventures. Right now it contains Mickey, and what ever he has found or acquired.