The Construction Site Well is in the Hudson Construction Site west of Tarrey Town.

Well Location
The Construction Site Well is located at 3718, 1585, 0089 in the Hudson Construction Site, west of Tarrey Town.
Well Features
There is a pool of water beneath the opening of the well. If you go southwest, you reach a dead end, but if you look up, you will see a wall of boulders. Use bombs or other methods to break the boulders, then climb up and you will enter Construction Site Cave.