It should be under the hood on the drivers side. There is a black box that you have to remove the top and the diagram of the fuse layout should be printed on the lid.
Well you can normally find your control module behind your cd player. Other spot would be on the right hand side of your gas pedal. Its always right in front of you fire wall though.
Well that should be quite easy. You can actually look under you dash and locate it or look online to see where it is. Typically it's behind the kick panel or the glove box.
It really depends on the year of your vehicle. The best bet would be to buy a haynes manual for the year and model of your vehicle and then you would also have the procedures of servicing it as well as replacing it!
The ECM is going to be behind the firewall near the brake booster. It is going to be a pain to get to but if you have the chiltons manual it will help out a lot.