Some scenes which take place in the Firehouse 51 kitchen are filmed in the actual firehouse kitchen, others are filmed on a studio set. If you see a door to the left of the cooking area, that is the studio set; if you see a drinking fountain, that's the actual firehouse.
Most departments, Chicago FD included, do not allow firefighters on duty to grow out facial hair on the cheeks or on the lower lip or chin as Lt. Severide often does. It interferes with achieving a tight seal on the SCBA (air) mask as the seal gasket on the rests against those parts of the face. Firefighters with too much facial hair will also fail the mask fit test for the same reason. Mustaches (as often seen on Chief Boden, Mouch, Otis and some others) are not technically an issue, but some departments may have internal regulations that restrict them.