Plato's Protagoras describes Zeus as living in a "citadel" or "acropolis" (Greek ἀκρόπολις), but does not name it:
Prometheus could not make so free as to enter the citadel which is the dwelling-place of Zeus
τῷ δὲ Προμηθεῖ εἰς μὲν τὴν ἀκρόπολιν τὴν τοῦ Διὸς οἴκησιν οὐκέτι ἐνεχώρει εἰσελθεῖν
EDIT: there's a further description of Zeus's dwelling in the Iliad, describing the "polished colonnades" (Greek ξεστῇς αἰθούσῃσιν) which ... "Hephaestus had built with cunning skill"
But Zeus bade Themis summon the gods to the place of gathering from the brow of many-ribbed Olympus; and she sped everywhither, and bade them come to the house of Zeus. There was no river that came not, save only Oceanus, nor any nymph, of all that haunt the fair copses, the springs that feed the rivers, and the grassy meadows. And being come to the house of Zeus they sate them down within the polished colonnades which for father Zeus Hephaestus had builded with cunning skill.
Ζεὺς δὲ Θέμιστα κέλευσε θεοὺς ἀγορὴν δὲ καλέσσαι κρατὸς ἀπ᾽ Οὐλύμποιο πολυπτύχου: ἣ δ᾽ ἄρα πάντῃ φοιτήσασα κέλευσε Διὸς πρὸς δῶμα νέεσθαι. οὔτέ τις οὖν ποταμῶν ἀπέην νόσφ᾽ Ὠκεανοῖο, οὔτ᾽ ἄρα νυμφάων αἵ τ᾽ ἄλσεα καλὰ νέμονται καὶ πηγὰς ποταμῶν καὶ πίσεα ποιήεντα. ἐλθόντες δ᾽ ἐς δῶμα Διὸς νεφεληγερέταο ξεστῇς αἰθούσῃσιν ἐνίζανον, ἃς Διὶ πατρὶ Ἥφαιστος ποίησεν ἰδυίῃσι πραπίδεσσιν.