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Even though Wellick says "On the roof, take the back stairwell, cameras have been out since March, noone will know" the filming took place in two different buildings.
The reception and bar scene were filmed inside the Bertelsmann Building at 1540 Broadway.
While Sharon Knowles and Tyrell Wellick are at the bar the Marriott Marquis on Broadway can be seen behind them out the window.The reception and bar scene were filmed inside the Bertelsmann Building at 1540 Broadway.
As the reception scene opened, while (Brian Stokes Mitchell) is feted by Phillip Price (Michael Christofer), there's a clear view out the window of the Paramount Building with it's clock faces lit up for the evening.
The final part of the scene was filmed on the roof of the 1155 Avenue of the Americas building.
The scene concludes with Sharon approaching Wellick from the northeast corner of the roof on 1155 Avenue of the Americas. Americas Tower (standing at W 45th Street) is behind her. A wide shot has Wellick looking east and then cuts to the south east. At right of frame is 1133 Avenue of the Americas and slightly higher behind that is the Bank of America Tower.
Thanks to CHD for help with this one.