The Containment Pen is a special holding facility designed to contain dangerous species for study. It is located outside, southwest of the Reactor Core. The pen can be seen in all three campaigns, but it will only contain Athena in the Apollo Security Team Campaign.
Athena was captured before the events of the Apollo Security Team Campaign and placed in this pen. If the team chooses Path B, HAL will release Athena and the Apollo Security Team will be forced to engage her.