Originally, it's on the lower steering column. You probably do not have the reverse and lockout linkage that connects and turns the column collar. You can turn it by hand and get your lights to go off. Turn the part of the column that would turn if you had a column shift and see if your lights go out.

EDIT: Looks like FireBob is a little quicker at the 'lights' on this Sunday morn. I need more coffee! Shouldn't have ate that worm at the bottom of the bottle.