Do you believe Holden is having a nervous breakdown?`
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It is certainly hinted that he is breaking down. Even his teacher Mr. Antolini thinks Holden is breaking down,
"I have a feeling that you're riding for some kind of a terrible, terrible fall. But I don't honestly know what kind. . . Are you listening to me?"
From the text, we can infer that Holden is not in a regular hospital. He also uses the word "madman" and having to go somewhere to take it easy.
I'll just tell you about this madman stuff that happened to me around last Christmas just before I got pretty run-down and had to come out here and take it easy.