SQL server migration to new server from 2008 R2 to SQL 2014 I need to run the upgrade advisor before migration, so my question is where to Run the upgrade advisor ? In the old server or after restoring the DB in new server ?

As I am new to migration so need help and what all things I should take care for Migration and step by step process would be helpful.
You can run upgrade advisor 2014 on a backup of your current to-be-migrated database which in your case is sql server 2008R2.

I have written detailed steps on migration here.

PowerShell based start-sqlmigration is what I highly recommend (I am using it quiet often to migrate server instances to new server) when you have to migrate your entire server instance.

e.g. 


  Start-SqlMigration -Source sql2008R2 -Destination sql2014 -BackupRestore -NetworkShare \nas\sql\migration


Make sure that the sql server service account has proper permissions on the NetworkShare