Most Asian grocery stores carry Lotus Root in the PRODUCE section. You can find them 1) pre-sliced and lightly blanched (in a plastic vacuum-sealed package) or 2) completely raw (round and bulbous with a brown/beige skin).
To make things easier, I buy the pre-sliced kind. It’s already peeled and sliced into even rounds. But you can certainly buy ones that are whole. Make sure to peel and slice before cooking.