Where would I connect the C wire in my HVAC system?

From the CT (control transformer) Red and Black are 240v Line Voltage, stay away from those. The two yellows are 24v, one yellow connects to Red wire R connection, that's 24vac to the thermostat. The other yellow is the C/0v connection.

Without an actual picture of the termination it is hard to advise how to make the tap/splice.

Edit: Be sure to turn off electrical power to the furnace before accessing the controls. Many older furnaces had no reason to and no intention of making a C (otherwise called the Common or 0v reference) available for controls. That wire often runs straight to a control device and is terminated to a stake-on or soldered directly to a device, then daisy chains to all the components that need the C for controls. If you look at the control diagram you see one yellow goes straight out of the middle on the right side of the Control Transformer, turns up and then veers off to a device (fan relay) marked BR. That is the C wire. The termination on the relay has several dashed wires connected, those are for furnace/AC/ventilation options you may not have been installed in your furnace. Often there is a forked termination with spare blades sticking up for those unused options that you can use if you have the appropriate sized stake-on for the thermostat cable. If there isn't a forked termination, you don't have the right stake-on, or it is a soldered connection then you will need to cut that yellow wire somewhere in the middle and make a 3-wire splice with an appropriate sized wire connector.