Vanity takes place in a specially built space inside the Palestra Grande, occupying the entire west side for a total area of ​​453 square meters. The new space consists of a steel structure that rests on the porch floor, closed towards the intercolumns by shatterproof glass. The structure of the pavilion is entirely in dry, assembled, self-supporting steel. At the entrance and exit of the pavilion there are two steel doors equipped with a safety lock as an additional protection. The windows that close the west portico are in stratified crystal type 18/19, mounted on a steel frame.

The pavilion is punctuated by twenty-one small rooms, for the designer a metaphor of the domus, made of plasterboard plastered with very dense and inert black paint and which house metal display cases inside for displaying objects. Most of the gold comes from Pompeii and the Vesuvian area, in association with loans from Greek and Campania museums. The floor, with a self-supporting metal skeleton, is covered in fireproof PVC and reworked images of the frescoes of Pompeii are printed on the theme of the jewel.

The epicenter of the exhibition is a circular seat with a red lacquered variable section that transforms into a resting place for visitors, with the possibility of enjoying the view of the magnificent garden with natatio of the Palestra Grande.