On most household domestic dryers, the lint screen fits in a slot in the front panel of the dryer, immediately behind the dryer door:
In the above drawing, WE18X26 is simply the part number for the lint screen on a General Electric clothes dryer.
However, they can be located almost anywhere on the dryer:
Just phone up some appliance repair shops and ask someone where the lint screen on your make and model of dryer is located.
If there is a hole in it, you can buy a new lint screen at any place that sells parts for major appliances.