Link to the Feb 2024 press release.
There's also some photos of the event on the internet.

https://www.prnewswire.com/news-releases/jim-and-frann-gray-in-partnership-with-tom-brady-and-the-tom-brady-family-collection-bring-hall-of-excellence-to-fontainebleau-las-vegas-302058875.html

Seems like the idea is to solidify Brady's GOAT status, with association of his artifacts with those of Ali, Babe Ruth, etc. Gray must be a sports memorabilia collector. Sounds like Brady, Gray (and others) will loan the artifacts to this "museum". I'm interested it seeing it, but waiting to hear entry ticket price.

It's located upstairs on 2nd of 3rd level among the stores in the shopping area.