CBS news at dinnertime didn't have details on where but from witness accounts it was at least 100yds, 'cause people said the shot wasn't that loud. That shit stays loud for 100ft easy. I'm sure law enforcement knows what rifle fired the round by now and it wouldn't surprise me if they are shitting their pants because it's some weird fucker like 6.5 creedmoor
edit: I guess if someone pulled an Oswald and was inside the Book Depository that would muffle the sound heard by people near the victim. However, Utah is pretty fucking big without many tall buildings.