It's in the room you get the first arm. You need to get Mr. Cleany to open it with trash and it's in one of the lockers. It's the door that says keep locked right next to the barricade of chairs/desks.
It's in the door right next to the locker where you get Albert's head. Use the knife on the left door and then just enter the door at the end of the corridor with the knife.
