Indeed, the room where two characters are sitting is bright and there are hardly any shadows. This is dramatically different from the most of contemporary rooms, where light comes from a single source. In addition to that, the lighting in the scene conveys the futuristic atmosphere where everything is much better in every aspect.
There is no doubt that the scene was not shot in authentic setting, but on set. To be more specific, it is quite possible that the two actors were shot in from of the so called green screen. In other words, all the background that is visible, including some of the object in the middle ground, such as flying droid were generated by computers. This was done in order to enhance the atmosphere is future and emerge the viewers into the setting every further.
Speaking of the props that the actors were using, one might mention several. Thus, at one point Dr. Feldheim asks Nemo Nobody to take a look at a newspaper. The latter features some movies images and surely does not exist in reality. It is quite obvious that he touches a special prop that was latter modified by a computer. In other words, there were really few real life props in the scene, probably only the chairs they were sitting on and the desk.
Another point that should be mentioned is that the scene should be understood in the context of all the previously shown scenes: the main character keeps waiting up from one nightmare to another one. That is why the directors did their best to make sure that the audience understands that what the character experiences at the moment is the reality. However, at the end of the scene, Nemo Nobody screams that he needs to wake up. This shows the fundamental conflict of the movie.
Finally, one should also point out the significance of make up in the scene. On the one hand, Dr. Feldheim had strange looking marks on his face: the latter cover his entire head and make it difficult to understand