Q. What is it supposed to be on the show?

A. The outside of billionaire Leon Prater's Manhattan mansion.

 
Q. Where is it supposed to be on the show?

A.  The interviewer says that it occupies an entire city block in Lower Manhattan.

Q. When did we see it on the show?

A. We see this location in Episode 4 of Season 1 of Resurrection.
 
After Charley picks up Dexter (disguised as the Dark Passenger killer) in Central Park, they drive to Leon Prater's Manhattan mansion. We only get a very brief glimpse of the exterior of the mansion as they pass by, lasting only a few seconds.
 
And the shot is also after dark, which is somewhat odd, considering that it was daylight when they left Central Park. This may be meant to indicate that it is a long drive between the park and Prater's mansion. In reality, it is not.
 
 The mansion exterior shows up again in Episode 9, when Angel Batista goes there to talk to Crater and find out why he was seen alongside Dexter Morgan.  for That's both  a much longer time

( Heads up: We will see more of this house in the final episode of this season, when Prater stages his annual Police Gala at the mansion. )

 
Q. What is it actually in real life?

A. A turn-of-the-century mansion. 

Q. Where can I find it in real life?

A. This mansion does not occupy an entire city block nor is it in Lower Manhattan.
 
The song is actually  on New York the Upper East Side, directly across Fifth Avenue from Central Park.

This is the James B. Duke House, a mansion at 1 East 78th Street, on the northeast corner of Fifth Avenue,
 
James Duke, who built the house in 1910, made his fortune in tobacco. He founded the American Tobacco Company, based around the new technology of a cigarette-rolling machine. The company absorbed virtually all of its competitors, until, by 1890, it controlled 90% of all cigarette production.  That monopoly eventually led to an antitrust suit that broke up the company. But at the time of his death in 1925, Duke was worth over $100 million, the equivalent of over $2 billion in today's money.

The home ( a virtual replica of Château Labottière in France ) currently houses New York University's Institute of Fine Arts, which offers advanced degrees in the history of art. 
 
Bear in mind that we only see the exterior of the mansion, not the interior.But if you're curious about what the home looks like inside, there's a good photo essay here. 
 
The mansion is going to be featured in the 10th episode finale, as the site of the annual Police Gala thrown by Leon Prater. We may get a glimpse of the interior in those party scenes, but they might instead shoot those Gala  scenes inside the Guggenheim mansion. .


Here is a matching StreetView of the mansion: 
 


Here is an aerial photo of the location.  And here is a map link.