Conversation so far:
Who were the original three ninja turtles?
CANNOTANSWER.
What were the names of the Ninja Turtles?
Teenage Mutant Ninja Turtles.
Did they have a leader?
In The Secret of the Ooze, Leonardo was much more prominent and his leader position was brought to focus.
Who did he lead?
leader position in the team.
Was Master Splinter there?
communicated telepathically with a kidnapped Splinter.

Question: Where did they live?
Self-contained rewrite: Where did the Teenage Mutant Ninja Turtles live?