In the comments Kim Agan points out that the last time the Cubs won the World Series, back in 1908, they took spring training at the luxurious West Baden Springs Hotel in Indiana—at Sprudel Park, a ballpark surrounded by an enclosed bicycle track. Under the name Sprudel Park, it would the following year become the home of the West Baden Sprudels, a black professional team.
Here’s a photo of the Cubs in Sprudel Park that spring (from this link provided by Kim), which gives a great view of what the ballpark looked like inside:
You can see the hotel, with its free-standing dome (then reputedly the largest in the western hemisphere), just peeking over the bicycle track that formed the ballpark’s walls. (From what I can tell the enclosed track was also where fans were seated, though maybe they also set up bleachers inside the track.) Check out more photos of Sprudel Park here--they’re worth a look.