The Multimedia Project Studio (MPS) is in the basement of Perkins in between the Link and Bostock. They have an Oculus Rift for students to use, you just need to ask the person at the desk if you can use it and they will let you into the VR room. There are games you can play if you want, but the station is primarily intended for development use such as Unity development.
The Bolt VR
The Bolt VR is a space for students to play VR with an HTC Vive for fun and has a number of games and experiences. It is located in Edens 1C on the first floor underneath the Bolt. This location is not meant to be used for development such as using Unity. There is also a second space opening up soon that will be in the TEC next to the CoLab.
The DiVE is Duke's VR research lab and is located next to the Schiciano Auditorium on the first floor of the Fitzpatrick Center, in Pratt. There is the CAVE system which is open for tours and is used for research, as well as the 1411 lab which has a variety of VR/AR headsets including Hololens, FOVE, HTC Vive, and Oculus Rift.