Only one room from her mansion has been shown throughout the entire show, and that's her communications room. The majority of her communications room is fairly dark, lit only by the light from her view screen, which she uses to watch Hoover and talk to the people outside her front gate. Oddly enough, there is corn sprouting from beneath her view screen control panel.
The back of the room is plastered with BJC memorabilia, such as framed photos of Billy, several of his ties behind glass, his records, and a large golden BJC statue. A large wardrobe sits next to her desk showcasing records and guitars.
The walls seem to be orange, which matches the red of her oversized chair and her control panel. More likely than not, Madame X spends all of her time in this one room.
Her mansion's exterior is very gaudy and extravagant. Her front gates have one massive "X" on both sides, and her nearby view screen has a frame-like border around it. If one were to enter through the gates, they would find themselves driving through a cleared portion of a forest, with little "X" posts along the side of the road.
The mansion itself is not seen. In some aspects, it is just like the upper portion of Madame X's face.