What is story of Lord Brahma's Palace "Aparajita" (अपराजिता)? Which is according to This book , is located in his world and mentioned in "Kausitaki Upanishada".
Kausitaki Upanishad describe the Palace Aparajita in Chapter 1.
He (at the time of death), having reached the path of the gods, comes to the world of Agni (fire), to the world of Vâyu (air), to the world of Varuna, to the world of Indra, to the world of Pragâpati (Virâg), to the world of Brahman (Hiranyagarbha). In that world there is the lake Âra, the moments called Yeshtiha, the river Vigarâ (age-less), the tree Ilya 5, the city Sâlagya, the palace Aparâgita (unconquerable), the door-keepers Indra and Pragâpati, the hall of Brahman, called Vibhu (built by vibhu, egoism), the throne Vikakshanâ (buddhi, perception), the couch Amitaugas (endless splendour), and the beloved Mânasî (mind) and her image Kâkshushî (eye), who, as if taking flowers, are weaving the worlds, and the Apsaras, the Ambâs (sruti, sacred scriptures), and Ambâyavîs (buddhi, understanding), and the rivers Ambayâs (leading to the knowledge of Brahman). To this world he who knows this (who knows the Paryaṅka-vidyâ) approaches. Brahman says to him: 'Run towards him (servants) with such worship as is due to myself. He has reached the river Vigarâ (age-less), he will never age.
He approaches the tree Ilya, and the odour of Brahman reaches him. He approaches the city Sâlagya, and the flavour of Brahman reaches him. He approaches the palace Aparâgita, and the splendour of Brahman reaches him. He approaches the door-keepers Indra and Pragâpati, and they run away from him. He approaches the hall Vibhu, and the glory of Brahman reaches him (he thinks, I am Brahman). He approaches the throne Vikakshanâ. The Sâman verses, Brihad and Rathantara, are the eastern feet of that throne; the Sâman verses, Syaita and Naudhasa, its western feet; the Sâman verses, Vairûpa and Vairâga, its sides lengthways (south and north); the Sâman verses, Sâkvara and Raivata, its sides crossways (east and west). That throne is Pragñâ, knowledge, for by knowledge (self-knowledge) he sees clearly. He approaches the couch Amitaugas. That is Prâna (speech). The past and the future are its eastern feet; prosperity and earth its western feet; the Sâman verses, Brihad and Rathantara, are the two sides lengthways of the couch (south and north);the Sâman verses, Bhadra and Yagñâyagñîya, are its cross-sides at the head and feet (east and west); the Rik and Sâman are the long sheets (east and west); the Yagus the cross-sheets (south and north); the moon-beam the cushion; the Udgîtha the (white) coverlet; prosperity the pillow. On this couch sits Brahman, and he who knows this (who knows himself one with Brahman sitting on the couch) mounts it first with one foot only.