I have never seen any mention of ceremony to appoint someone as Emerald Magistrate in any book from the third or fourth edition, but it doesn't mean that it passes unnoticed among the samurai caste.
While is mostly politics and favours to appoint someone as Emerald Magistrate, there is one undeniable truth; only the Emperor can appoint a Emerald Magistrate, even the Emerald Champion can only recommend someone to a vacant spot. According to Winter Court: Kyuden Kakita there is only one dojo to train Emerald Magistrates, the Ruby Dojo located in the Emerald Champion Castle (Shiro Yogasha).
So, while this doesn't fully answer your question, I would assume that it does have an initiation ceremony for the newly appointed magistrates at the dojo (the location you wanted to know), like every other dojo throughout the Empire.