Your telephone line can come into your house in a number of different ways. Most commonly, the telephone line comes out of the ground outside your property and goes into a grey box and then through your wall, or it comes from a telephone pole in your road and into your loft, or up through your floor.
Close to where your telephone line enters your property you should find the 'Master socket'. As this is the first telephone socket in your house there will often be telephone extension cables coming out of it leading to other telephone sockets located around your house.
Your master socket will probably be a small white plastic box branded as 'BT' or 'Openreach', and look like one of the below: