The location varies based on the manufacturer. Either under the field lens or behind the frame is the light source. Each light source uses a lamp. While this may seem like the obvious statement of the year there is a problem here. There is no such thing as a microscope lamp.
Microscopes vary wildly as to what lamp they use.
It is a real good idea to make a note of the lamp type and place it in the file with the rest of the information about the microscope. All microscope manufacturers list their lamps under their parts number. Don't take this too seriously. You can then order lamps from the least expensive sources. Microscope dealers sometimes don't have the best prices on lamps since if they buy them from the microscope manufacturer since they have gone through to long a distribution chain.