The exhibit is located within the diorama hall. The pygmy marmosets were originally free-ranging in the South American dome, but had a few skirmishes with the larger and more domineering Goeldi's monkeys and eventually had to be moved into a separate exhibit.
That's the small hallway between the Africa dome, the Asia dome, and the snake walkthrough. It used to house a random bunch of animals (mostly reptiles) that didn't fit anywhere else, but now has become an exhibition area for venomous snakes (though animals that don't fit anywhere else are still housed in the hall's vacant exhibits on occasion).