It's not precise and the meanings overlap. "In" carries a feeling of being inside, within, surrounded by, enclosed, adentro y no afuera. "At" carries a simple feeling of place, location... or, perhaps, being on top of. At a baseball game, you can say "he's at third base" but you cannot say "he's in third base," because third base is just a spot, it doesn't have any "inside." If someone says "meet me in the library," I'm expecting the meeting place to be inside the library building. If someone says "meet me at the library," it could be inside the building or it could be outside, in front of the building.