Hard Bargain - S1-E9
Continuity mistake: When the kidnapper holds Michael at gunpoint on the balcony, his hand holding the gun is shaking. In the next shot, from behind, his hand is perfectly still. The shot then switches back, and his hand is shaking again.
Chosen answer: It might not actually have one, in which case, he'd have to go down into the club and use theirs. As for showering, going to his mother's house or a gym membership would take care of that.
Captain Defenestrator