Alright guys.
If you:
1) Manage to find a suitable-sized building in a good location
2) Find enough guardsmen and citizens to cater for it
3) Draft up a proper, official and written proposal
4) Do your research and
5) Give good reasons why we need one...
...You'd be in with a chance of giving this idea a place in Cove. You can't just -have- one. You have to work for one, otherwise we'll just end up with yet another derelict building that no-one can ever be bothered to make use of.
Your enthusiasm is great, though.