Both its origin and its exact location are currently unknown. Its size is also unknown, but from what has been seen so far it's as big as a small city at the very least. It seems to have been built in a natural cave area (or at the very least is connected to some natural caves), since one of the side areas of the maze is a cave inhabited by red slimes.
In the labyrinth there are plenty of cells, store rooms, libraries, rest areas, places to grab something to eat and drink, shops where visitors can spend some of their money, and more. There are also some portal rooms that allow Syndicate members to quickly travel between parts of the maze, as well as some trap rooms, such as the Gargoyles room.
Most of the people that can be encountered in the labyrinth are syndicate members, not all of them hostile (just most of them). There are also many syndicate slaves and plenty of visitors willing to pay for the services of said slaves. Not all the visitors are friendly.
The following is a fan-made map of the currently accessible labyrinth. It is meant to give an idea about the maze, not to provide a map that is 100% accurate. It is also not complete and so may be replaced by a more complete version in the future. The starting position is the room closest to the left border of the map. In the upper right corner is the library where Thyme's exclusive event takes place. It is expected to be one of the final areas of the Rogues' Division (possibly even the final one).
The central part that is not connected to the rest of the labyrinth is the Chambers area. Its north-most point is a door that brings you back to the first storeroom (where you encounter the first maid).