This museum houses a collection of art works donated by the painter Esteban Vicente, born in the Segovian town of Turegano and the only first-generation Spanish member of the New York School of American Abstract Expressionism. The display of the permanent collection alternates with temporary exhibitions and other activities. It is located in what was the Palace of Enrique IV, a building whose construction dates back to the mid-fifteenth century. Besides visiting the five exhibition halls, visitors can view the Renaissance chapel with Mudejar coffering which now serves as Museum auditorium, as well as the garden, resting place for the ashes of the artist and his wife.