Find Block Regions in Drupal 7
In Drupal 7, click on "Structure" and then "Blocks".
Click on the "Demonstrate block region" link at the top of the page. You'll then see all the block regions for the theme that is enabled for your site.
Find Block Regions in Drupal 6
In Drupal 6, go to Administer, then Site building, then Blocks.
Drupal will automatically show you all the block regions for the theme that is enabled on your site.