When someone, presumably a coworker at any type of logistics, warehouse, or production facility, has left their desk to use the bathroom, and as soon as they clear the room get a phone call. Such-and-such is "In the warehouse" is a more polite way of saying that they are away from their desk, in the bathroom, and can't come to the phone. May also be given as an excuse for any absence from ones desk or work in general, even if the person giving the excuse has no idea where said person is.
"Hello, can I please speak with Ian?"
"Unfortunately he's in the warehouse right now, can I take a message?"