Unlike old OBD-I connectors, most OBD-II connectors are very easy to locate. The specifications state that the connector has to be within two feet of the steering wheel, so most of them are located in that vicinity.
If you have trouble locating your OBD-II connector, look for removable panels. Some connectors are hidden behind removable panels under the dash or in the center console. Your user’s manual will often show you where to look, or you can look for a picture on the Internet.