Question

where do the president's closest advisors work?

Answer 1

In the cabinet. Most are in the congress

Answer 2

The presidents advisors work in the White House usually. They are not necessarily cabinet members. Cabinet members are heads of Executive Departments. They work at those Department's building. Secretary of Defense works at the Pentagon. Some department secretaries may have White House offices, or not. Sometimes the President doesn't talk to Cabinet members except at Cabinet meetings. So they are not close advisors per se.

Members of Congress are usually not close advisors to the President. Congress is the Legislative Branch. The President is the Executive Branch.