The coil and drip pan are located in the air handler which is inside the house somewhere. Half of your central air system is located outside of the house (the compressor and condensor) and the other half is located inside the house (air handler with evaporator coil). Depending on the type of house, the air handler may be in the attic, basement, or laundry room. The air handler contains your air filter which you should be changing on a regular basis.

Once you locate the air handler, check to make sure that water is indeed draining out of the condensate drain after the a/c shuts off on a humid day. You may have to open up the air handler and add some bleach to the drain pan to kill mold/mildew/slime as well as add some to the drain line. You may also have to clean your coil with a special spray-on cleaner for evaporator coils. As long as their is living junk in your pan or coil, you will smell "dirty socks" whenever you run the a/c.

Best of luck.