Where have they just come from?- contemporary

Sally isn't metioned before this scene. However Cliff has just been introduced to Fraulien Schnieders house and he gets introduced to Fraulien Kost and Herr Schultz. He then enters the Kit Kat club by the walking down the spiral staircase and watched Sally perform. Sally catches Cliff and feels like he is the only audience member in the room, she's fixated by him.