Where are most of the known asteroids found?

I'm not sure about "most," but a substantial number of them are in the "asteroid belt," a toroidal (doughnut-shaped) region between the orbits of Mars and Jupiter.

However, there are plenty of asteroids that are NOT in the asteroid belt; many are in irregular orbits zipping around the solar system. Beyond that, there are uncounted numbers of rocks of various sizes in the Kuiper Belt beyond the orbit of Neptune, and we cannot begin to guess how many may be in the more-distant Oort Cloud, the predicted reservoir of long-period comets. We've never actually detected anything in the Oort Cloud; our telescopes aren't even close to being good enough for that. But we're fairly sure that there's stuff out there, because after 4.5 billion years, all of the known comets would long since have disintegrated. SOMETHING keeps dropping new comets into the solar system.