IGNOU exams are never given at your study centre. It only happens for practical and internal exams. Typically, an examinee can select their examination centre from the options provided by IGNOU during the examination form-filling process (Online).
It should be noted that there is no guarantee that IGNOU will provide you with the same examination centre you selected during the form-filling process; this may change in some exceptional cases or circumstances. If you do not select an option, IGNOU will locate your examination centre near you. It would be in the same city where you are studying by default.
It could be any government school, college, or other institution that offered IGNOU courses. This means that your examination centre can only be one of the IGNOU study centres.