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The Kyme Institute was a research facility in the 28th century.
Missy and formerly rogue Time Lady Yayani were sent to the Institute by the Eleventh General to stop dangerous time experiments being completed there because the Time Lords were unable to act directly.
Doctor Kalub genetically engineered a creature with a time and space travel capability, which had alerted the Time Lords to the potential damage to history. Kalub had imprisoned the creature inside a stasis field and every time it tried to escape, it released large amounts of energy. But the fields were breaking down and it threatened the stability of space and time. Missy stole the creature and imprisoned it inside her TARDIS to use as a power source after jettisoning her Eye of Harmony. (PROSE: Lords and Masters)