This place is similar to old markets from the nineties - a huge area where you can buy almost everything, but only with cash. Credit cards are useless here, better check if you have enough money on you.
Privoz Market is located in the city centre, south of the older part. Next to this, you have main bus stations (Privoz Bus Station and Starosinna Square) as well as the Train Station Odesa-Holovna.
I was there in March, in the last minutes before Covid-19 problems.