I'm not sure there's an official English name for it, but you can say it like you did, or more simply as "(The) Outdoor Concert Hall One (in/of) Suwon" or just "Outdoor Music Hall One". In other cases, the place name goes with it. For example, Seoul has 남산 야외음악당 (Namsan Outdoor Concert Hall", where 남산 is a little mountain it is on.