'to' indicates direction. In this sentence, 'have you been' is the present perfect form of the verb to 'go', which indicates movement. You go to the palace. It's the same as saying 'Have you been to Russia?' or 'Have you been to the supermarket' . Go + to You could say 'Have you been in ..' but that would put the emphasis on the experience of having been inside the building, which is a different meaning.