No. The closest known black hole to our solar system is about 1,600 light years away.
Black holes are in outer space, far outside our solar system. Most galaxies have a large black hole at the center.
in the solar system
In a solar system you find a few planets orbiting a star. In a galaxy you find billions of stars orbiting a galactic nucleus (probably a super massive black hole).
in space
In the space.
There several that come to mind since this is a very large subject: Galileo, who said that the sun was the center of the solar system. Another is Steven Hawking who is still trying to find a Theory of Everything but he did predict the existences of Black Holes and Warm Holes.
Anywhere.
Science at this time can find no end to black holes. They seem to last forever.
A star and more specifically, in our solar system, the Sun.
If you want to learn about black holes, I suggest you either read the Wikipedia article with the title "black hole", or you search for YouTube videos on "black holes".
in space
One can find a good Solar System at several online sites. Among these online sites where one can find a Solar System are "Solarcity", and "Solarinstallco".