>>35142876I'm pretty sure it's never outright explained in any of the movies.
Some of them come close, but you have to read between the lines a little bit.
With M2, it's never explained at all. They don't even acknowledge it directly, its just treated as yet another location.
In the supporting materials, its given a name (the Flying Palace). During the credits of M5, it appears in a Team Rocket magazine, which is the only information we're given about where it could possibly come from.
