I have found no documentation indicating the name or location of Mark Twain's lecture in Galesburg.  Yet Galesburg does have an appropriate site:

Old Main is the oldest building on the campus of Knox College in Galesburg, Illinois. Completed in 1857, it is a distinctive Gothic Tudor design of Swedish architect Charles Ulricson. It was designated a National Historic Landmark in 1961 as one of the few surviving sites to host one of the famous 1858 Lincoln–Douglas debates. The building underwent a major restoration in the 1930s, which modernized its interior and restored its exterior.

https://en.wikipedia.org/wiki/Old_Main,_Knox_College