The Holy City is the name given to the highest inhabited region below the Abyss. It is located in the 11th Aethyr, IKH, and you will see some kind of city whenever you enter this Aethyr. The Aethyr itself contains a few faded colors here and there but is largely colored in shades of grey.
IKH is an Aethyr full of tension, which is a direct result of its location at the brink of the Abyss. This tension often creates visions of warriors of some kind or some kind of similar environment. By tradition visitors to this realm saw warriors with swords and spears for arms and wings on their helmets and heels and all wearing complete suits of armor. Usually these warriors are still in symbolic representation of anticipating an attack from the Abyss.
The Abyss, called ZAX, is a Ring-Pass-Not for the human mind. Your mental body will go no higher than the Holy City. When you enter IKH, you will find yourself at the very edge of you mind. The outward tension in IKH will be echoed inside yourself as you struggle to remain conscious in this lofty region. You will feel a strong sense of duality, like psychic tug-of-war throughout the Holy City. You may even have a vision of the Egyptian god, Shu, whose task is to maintain the separation of the sky (spirit) and the Earth (matter). In IKH, Shu would be in his highest aspect, equivalent to the god Zeus, the "orderer of all things."
As you move through this Aethyr, you will see some kind of fortresses. It may even have bastions, stockades, bulwarks and entrenchments. The Holy City is not a city in a conventional sense. In a more realistic sense, it is a fortress where the forces of light defend the manifested universe against the attacks of the archdemon KHORONZON. Whatever you actually see, the idea of elaborate defenses against hostile invading forces will be strong. The Holy City is the place that houses the "Legions of Eternal Vigilance", an army of physical and nonphysical beings that serve to protect the Earth and its system against injustice and wrong doings; you may one day be one of these beings if you successfully complete all the Aethyrs up to DEO.
Not far from the Holy City are the obelisks that mark the end of IKH and the beginning of ZAX (the Abyss). These are small structures standing right on the brink of a tremendous nothingness. If you pass these markers you will find yourself standing on the very edge of the manifested universe. If you detect the faintest trace of fear within you, at this point, you should turn back. However, it is a good idea to stand and face the Abyss several times from IKH before you attempt its crossing.
* additional source material: "Enochian Magick" by Gerald J. Schueler, "The Golden Dawn" by Israel Regardie