In the vast majority of cars in the United States, the turn signal sticks out from the left side of the steering wheel. Pushing down on this activates the left turn signal, while pushing up on it activates the right turn signal.
On the exterior of the car, the turn signals are on the four corners. On the front of the car, they are yellow, and on the rear, they are red. They blink to indicate a pending turn by the car. After the turn is complete, a switch inside the steering column moves the turn signal switch back to its starting position, so the lights stop blinking.