Any waterway you happen to be in. You don't have to go out of your way to search, though.

[He doesn't want to send Raph on a wild goose chase. Depending on what Raph told him, he could narrow down areas to investigate himself.]

As a show of good faith, I'll tell you something that is really useful when it comes to escape plans. The turtle is surrounded by a barrier. It's impenetrable except when we make landfall.