I found out where it is. Its an installation in Denmark, in a city named "århus". The project's name is "Your Rainbow Panorama" by Olafur Eliasson. I read it here http://www.designboom.com/weblog/cat/9/view/14812/olafur-eliasson-your-rainbow-panorama-now-complete.html :)
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Thanks so much Pao! Now everyone can go check out some more info on this amazing structure
Wow - that is amazing!D