Where is everyone congregating during Saturday before the match?
It has been confirmed as recently as today that there will be a so-called fan zone on the Avenue du Trône, which is a wide avenue in Eastern Paris. It's less than 10mn away from the city center itself (Les Halles-Chatelet-Saint-Michel area) and 25-30mn walk. But these timings are based on everyday situation. On Saturday, it will be very crowdy and it will probably take longer.
What there will be in that "fan zone" nobody knows for the moment. The match will probably be screened there, but until there, we have not heard of anything certain here in Paris.
So, to answer the question, Liverpool fans might congregate there.
The Madrid fans, less of them are expected than the Liverpool fans, will be in a park in Saint-Denis, where the Stade de France actually is.