Where are all the Freeze plug located?

You have freeze plugs down either side of the block and in the front and rear of the block as well. here is an image of the locations and how to change them out as well. Check out the tool they use to do the job. Check out the images (below). Please let us know if you need anything else to get the problem fixed.

Do I have to remove the transmission?

To get the ones in the rear of the engine yes.