From WoWWiki

The Coven is located deep within Scholomance. It is accessed from the Headmaster's Study via the southern doorway on the upper level. This is where the evil Instructor Malicia can be found, amid a few other warlocks and witches.

Subzones of Scholomance
Barov Family Vault • Chamber of Summoning • The Coven • The Great Ossuary • Hall of Secrets • Hall of the Damned • Headmaster's Study • The Laboratory • The Reliquary • The Shadow Vault • The Viewing Room • Vault of the Ravenian