>Anthony.Location=(Space**)A ;
If you have to use a cast, you're probably doing something suspicious. By the way, Space** isn't the same as a two dimensional array of Space. If you really wanted to do it this way, you could do this:
Code:
#include <iostream>
#include <string>

using namespace std;

class Space {
public:
  int Description;
};

class Player {
public:
  Space (*Location)[10];
};

int main()
{
  Space A[10][10];
  Player Anthony;

  Anthony.Location = A;
  for ( int i = 0; i < 10; i++ ) {
    for ( int j = 0; j < 10; j++ )
      Anthony.Location[i][j].Description = i + j;
  }

  for ( int i = 0; i < 10; i++ ) {
    for ( int j = 0; j < 10; j++ )
      cout<< Anthony.Location[i][j].Description <<' ';
    cout<<endl;
  }
}
But I wouldn't recommend it for anything but a toy that prints a nifty figure.