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Well, you can say it in both ways. :) As a rule of thumb: the words in the beginning of the sentence are emphasised (not only in questions).
If you say for example "Missä kirjasto on?" (Where is the library?) you put the emphasis on the word "kirjasto". If you go to the place where you know the library is located, but now it's gone for some reason and you get a bit amazed, then you can ask this question.
Other example could be "Missä Miguel on?". You could use this question for example when Miguel is right beside you and then you suddenly realize that he's gone. You are suprised because you assumed that he's still there. Then you can ask the question. It's like "Oh, where did he disappeared?". Or if you enter a room and ask that question, it means that you thought Miguel would be in but he's not. So if you put the noun before the verb, it gives the question a feeling that you assumed things to be in some other way and that's why your asking (suprized) why the thing is not as presumed. Or the other option is that you want to put emphasise on the noun.
On the other hand, if you ask "Missä on kirjasto?", it's just a normal question with no assumption. It means that you know there is a library around but you don't know exactly where it is. So you're asking further instructions with this question: "Where's the library?" This is what you say for example when you're asking directions from passers-by or if you hear people talking about some place called, let's say "Kaavi", and you don't know where it is, then you can ask "Missä on Kaavi?" (actually you can ask also "Missä Kaavi on?" in that case... This means that you ephasise the noun). For example, if I was going to Simonkatu, but I couldn't quite find the street, then would ask "Anteeks, mis(s) o(n) Simonkatu?" ("Anteeksi, missä on Simonkatu?" in standard language).
I hope this helps! :)