Where is the # key?

There is no dedicated # key. You can access the # symbol usually on an U.S. english keyboard layout by holding down shift, and tapping the number 3 key.

Other keyboard layouts may have it elsewhere.

If it's not Shift-3, try Option-3

The Keyboard Viewer may help

<https://support.apple.com/kb/PH10599>

Again, depending on the keyboard layout it may be different.

What type of layout are you using?
What language if different from english?

What appears if you tap Shift + 3?