Venice Biennale Preview Week
The main two locations for the Biennale are in the Giardini - a park near the tail of Venice - which has purpose build Pavilions for various nations; and part of the Arsenale which was the walled ship building area of Venice in the days of the Venetian Republic. The main building in the Arsenale taken over for the Biennale is the area where ropes were made - a huge long columned structure which is extremely impressive.
Those two areas are only open by ticket (or accreditation during the preview days) - you can buy tickets online from the Biennale website. However, there are many exhibitions spread around the city which are generally free to visit. You can see a huge amount of art for free so make the most of it!
There are a couple of good apps to download which can help you find your way around. Search for 'venice biennale' in your app store.