http://globalentry.gov/pdfs/ORD-Chic...ent-Center.pdf
ORD office is in terminal 5.
http://www.ohare.com/PDF/PassengerIn...1terminal5.pdf
As I recall, it's basically in the location on this map that shows US Customs and is outside of the secure area.
As everyone else has mentioned, the "interview" is pretty short. Basically asking you to answer a few questions again, ask you why you want it. But at the time of the interview, you've already been cleared. Seems pointless really.