Li Shen previously ordered the chauffeur where to take them. That's why Mu Lan didn't know where they were going until they reached the place. It's the place where he spent lots of money and effort. It was also in his document that he designed every corner of this mansion.
The whole mansion was covered in green. Back of the mansion had fruit trees and in front of the mansion had a flower garden. There was a large fountain in the middle of the garden. This place was well secured. Even though Li Shen himself didn't live here, he had enough maids and security guards to take care of the whole mansion.