The Chocobo Sage’s House is located in the Icicle Area on the northern continent. There is no way to access it by foot and it can only be reached after you receive the Highwind on Disc 2 while escaping from Junon.
You will have to visit the Chocobo Sage’s House numerous times during the completion of the Chocobo Racing and Breeding side quests, but the first thing that you should do as soon as you have access to the Highwind is travel to the Chocobo Sage’s House and obtain the 
Enemy Skill Materia by speaking with the green Chocobo on the bottom floor.
The Chocobo Sage sells the following items:
Porov Nut
Pram Nut
Sylkis Greens
Reagan Greens
He also provides you with a ton of useful advice on how to raise different colored Chocobos, however, you can use the previously mentioned Chocobo Racing and Breeding side quest guide on this site to assist you.
