No, that building is Sheaf House at the railway station. The picture is definitely Olive Grove sports ground. The clubhouse was demolished some years ago and replaced with a more modern building. Used to go there for meetings when I worked for the council.
There’s a bit of information on the history here:
https://www.sheffieldguide.blog/2020/05/24/sheffield-ski-village-an-olympic-dreams-wasteland/
Also details plans to resurrect the site post-COVID.
I understand that this scene was filmed in the early hours of the morning using some impressive lighting set up to simulate daylight which explains why there are no other people about and it's so quiet.