We say that you work "at" a place, company, or shop. You can work at a coffee shop, an advertising company, a warehouse, a shoe store, a zoo, a gym, a school, a doctor's office, etc. We say that you work "in" a certain type of career or field. For example, you can work in retail, advertising, education, manufacturing, sales, or medicine. When you say you work "in" something, you're explaining what kind of work you do, rather than the specific place where you have a job.