Shaolin is in Madrid. Tap the map or the "Get directions" button to see the exact location and the route from your position.
Yes, Shaolin's official website is www.shaolinspain.com. You'll find the direct link in the "Website" section of this listing.
On this listing you can see "Other gyms nearby" right below, sorted by proximity. You can also open the full gyms in Madrid page for the complete map ranked by distance from your location.