The F.B.I. base is located inbetween the shop "Victim" and the Pizza parlor.
When you choose the F.B.I. class you will spawn in the F.B.I. garage where you will see all the vehicles are located and the lift.
The base also has a roof where you will find the F.B.I. helicopter.
If you run out of ammo or you need armor that you lost during a fight you can always return to the base and use the refill point located in the locker room.