They were at a large, fairly deserted and private (during the day) gym I go to everyday in Indy. The whole team was there, no pads just running some drills. I would have taken a pic but some dude who looked like he was in charge of security kept staring at me when I was watching. Sorry I don't want to give up the location but if Peyton wants privacy that's ok with me.
Saw a bunch of nice cars in the lot which gave it away. I asked the guy at the desk he confirmed the colts were there, I got the feeling I couldn't go any closer and watch the practice. It was still cool to see them for about 30 seconds when I walked by.