So his own servants had insisted he get dressed up for this, so Junpei was stuck wearing a rather princely if... foreign to him outfit. He guessed it was something Russian nobles would wear?

Either way, you could find him in and around the castle:

Dinning room
Exploring the punch bowl (and hoping it wasn't spiked...) and snacking-

Dance Hall
Looking awkwardly at the dance floor--

Rose Garden/Everywhere else
Trying to find Jean to talk to, and petting the wolf puppies and ...well, the foot rest, because it looked like it wanted pets too...