The Kakagawa Building is located on Myung St. in Alderney City, Alderney. It is the headquarters of Kakagawa, an electronics manufacturer whose logo appears on various televisions and other electrical appliances throughout the game. Its design is based on the Prudential Plaza in Newark, NJ.
A rocket launcher spawns on the roof, behind one of the water towers (you need to climb up a short ladder to reach it). The only way to the roof is via helicopter, which is a tricky landing due to the number of obstacles there.