Rochebere is a large mod for the Elder Scrolls V: Skyrim by Sam Vincent. It includes a new lands area and a huge city with it's own lore and backstory, along with a main quest-line and sidequests.
This is the arena that you'll get to partake in during your time in the city. It's initially closed and the player cannot access it, but you will be able to once you reach a certain point in the main quest-line.