In which sections of a paper can I find literature reviews?
The portion of a paper where previous literature is summarized and elucidated upon is also known as (but not restricted to)


Literature Review
Background
Related Work
Previous Work etc.


In my brief life as a graduate student, I have heard of multiple strategies to write a literature review. I will describe one such path which I personally utilize (in part, because this is what my previous adviser always trained me to do)


  The Annotated Bibliography Approach


What is an annotated bibliography? 

This is perhaps the best advice to start writing one. Note that I am also affiliated to Cornell University but this has nothing to do with my affiliation.

Example:

Assume that I am writing a paper for CHI 2014. My area is in privacy and surveillance. I want to look at the relationship between manual location sharing and privacy concerns. 

I look at all the related papers I have read in the area and realize that their are four major categories that could evolve from this reading and still be relevant to the writing of this paper.

So, in a draft, I write down:

Literature Review

  Privacy Frameworks

  Location Based System Research

  Privacy Measurement Scales

  Privacy Aware Design


Then, under each category I start writing the references (in the style of your area ; in my area its in the ACM style) of the relevant papers and a couple of lines about each paper which explains the main contributino of the paper. For instance:

  Location Based Systems Usage



  Janne Lindqvist, Justin Cranshaw, Jason Wiese, Jason Hong, and John
  Zimmerman. 2011. I'm the mayor of my house: examining why people use
  foursquare - a social-driven location sharing application. In
  Proceedings of the SIGCHI Conference on Human Factors in Computing
  Systems (CHI '11). ACM, New York, NY, USA, 2409-2418.
  DOI=10.1145/1978942.1979295 http://doi.acm.org/10.1145/1978942.1979295


This exploratory paper examines why people use foursquare, a manual location sharing application. It determines three major reasons why people do so - to gain points and compete with friends, to track their location as a form of a diary and to earn discounts and special offers from business venues that they visit. Emerging social norms and online identity management are also briefly alluded to in the discussion section of this paper.

Now, once you have all your relevant papers written up in this format, your annotated bibliography and by extension, your literature review is almost done. You copy the references to their rightful place at the end of the paper (References or Bibliography section) 

Then, the final step is to simply integrate the few lines that you have written about each paper in to coherent paragraphs and voila, you have a very passable first draft of your literature review.

I hope this made a little sense of how you go about writing one. I can understand that writing a literature review for the first time can feel like a very daunting task.