I haven't seen the film for a while but it's probably what used to be the Reading Room of the British Museum. The British Library later relocated to a new building in the Euston Road. The Museum courtyard was given a
high tech roof and the rotunda now stands at the centre of the covered area. It's used for some exhibitions, I think. From memory the old Reading Room can also be seen in the old (and rather good) horror film "Night of the Demon."