Like so many superheroes, Teenage Mutant Ninja Turtles live in a sewer, the system that carries waste and water from buildings, houses, and mad scientists’ labs. The water that runs down a storm drain also ends up in a sewer.
After you take a shower, or wash dishes, or flush the toilet, that used waste water runs through pipes away from your house. It travels either to a small septic system, or to a larger, city-wide sewer system, where it's treated to make it safe and clean enough to release into the environment. The origin of sewer can be traced to the Old North French sewiere, "sluice from a pond," or "something that makes water flow."