List of places and places in Milan with all events. The Literary Café of the Royal Palace was founded with the intention of following in the footsteps of cafés located in the world's most famous museums. Search for hotels near Palazzo Reale, Italy. Buy tickets and book a guided tour of the Royal Palace to discover the most interesting temporary exhibitions in Milan. The Palazzo Reale is located in the heart of Milan, near the Cathedral and is one of the most important cultural centres of Milan.