Théâtre Populaire is an open-air, stadium-style cultural venue near the centre of Koudougou. Its importance is less about daily sightseeing than about the city's public culture: concerts, performances, pageants, and festival events all make more sense in a place built for crowds rather than a closed hall.
Check locally before going, because it is only interesting when something is happening or when you can at least see the structure. During Nuits Atypiques de Koudougou, venues like this help turn the city into a regional stage for music and dance.