I updated my Mac with macOS Catalina. This version does not support iPhotos anymore. Where can I still find the photos I had in this application?

To help you with your transition from iPhoto to Photos here are some user tips from Photos for Mac  User Tips that will help you in your transition from iPhoto to Photos:

How to prepare the Photo Libraries before upgrading to Catalina - Apple Community ➙ read first 

Notes on Migrating an iPhoto Library from iPhoto to Photos for Mac 

Moments in Photos are the New Events.

External Editors in Photos Are Here

Photo Editing Extensions for Photos for Mac

Post 9/30/2018 Printing Options for Photos - Apple Community

Ordering Books and Calendars on a Mac that cannot be updated past El Capitan 

Use Project Extensions to order print products in Photos after September 30, 2018 - Apple Support

Create and order print products in Photos with Project Extensions - Apple Support

They remain in your iPhoto Library. You can migrate them to Photos, the replacement app, easily: Hold down the option (or alt) key and launch Photos. From the resulting menu select 'Choose Library' and point at your iPhoto Library. It will do the rest.