Either, but they are slightly different. 'At' is defining 'lab' as a general location. Mum's at home, Jim's at school, and Shirleen - who is a researcher - is at the lab. She'll be home soon, though. 'In' is defining 'lab' as a room. There are several rooms in the microbiology department at the university. Professor Smith is in his office. Dr Brown is in the library. Shirleen and the other researchers are in the lab.