The PSU is the big metal box usually located at the top rear or bottom rear of the case. It is where the power cord connects to the outside of the PC.
Cheaper, generic PSUs often advertise "Peak" wattage (e.g., 500W Peak). This means the unit can hit 500W for a split second but can only run safely at a lower number (e.g., 350W Continuous). Always trust reputable brands (Corsair, Seasonic, EVGA, be quiet!) that rate their units by continuous power. how to check your psu wattage
To know for sure, you have to look at the sticker on the unit itself. The PSU is the big metal box usually