It's not a sniper's nest in the meaning that it was built into the facility for that purpose... it's just the catwalk system, where they used some fabric to create wall at the landing. You can see the stairs to the left, and the catwalk continues to the right.
This is very easy to do, and I have no doubt that it is probably real. This could easily be accomplished in Taco Bell Arena and at Bronco Stadium.
It is also done at the Boise Center when presidential type personal come thru, there is an upstairs where they can be hidden but still cover the area.
In my line of work, I get to see these type of locations, and at times the personnel there. Just last week, I got to watch the secret service run their protection detail for Cheney at an event I was at. I find it fun and amusing, probably to their chagrin, as an armed guy walking around doesn't bother me. They usually don't like to talk about what they are doing when they are on duty, but the presidential secret service, if you can catch them before POTUS arrives, are quite talkative and enjoyable to be around.
