Your own domain or a blogger type thing? Usually found in the root directory where the script resides. Some FTP clients hide it from view as do some of the lesser hosting providers like GD.
Using cpanel, try visible file manager simple. usually you can see them. Else you need a backup of your current .htaccess and if you need to edit, edit your backup and upload back.
it would typically be in the root directory of your webserver, however if you don't see one there then you can create one. Many times hosts don't have a .htaccess file in the directories.
I am learning Apache. Is it a built-in file on Apache? or the managers will create the .htaccess file?
Ftp in to your publichtml (root) folder... you may not have one... If you don't have one just create one and put what ever you want in it!
Yeah a lot of times you won't have one. If it's not in your public_html folder, then it's not there. You can get one easy if you google it.