The specific answer to the question "Where is my wpa_supplicant.conf?" is as follows:
Method 1:
Copy a specimen file from /usr/share/doc/ to /etc as per README instructions in line 262 in /usr/share/doc/wpasupplicant/README.Debian.gz :
# copy the template to /etc/wpa_supplicant/
cp /usr/share/doc/wpasupplicant/examples/wpa-roam.conf /etc/wpa_supplicant/wpa_supplicant.conf
# allow only root to read and write to file
chmod 0600 /etc/wpa_supplicant/wpa_supplicant.conf
I found the README file- and the specimen files to create a wpa_supplicant.conf - with:
dpkg -L wpasupplicant
Above answer produced from an Ubuntu 18.04 system.
Method 2
Put the following into a script, edit the directives with values specific to your setup, chmod 700 the file and execute it. It's minimal, but should suit most use cases. This should do all the related grunt work to get your wpa_supplicant configured.
#!/bin/bash
cat <<EOF> /etc/wpa_supplicant/wpa_supplicant.conf
ctrl_interface=DIR=/var/run/wpa_supplicant GROUP=netdev
update_config=1
country=GB
ap_scan=1
network={
ssid="SSIDNAME"
psk="AP-WPA2-PASSWD-GOES-HERE"
}
EOF
chmod 0600 /etc/wpa_supplicant/wpa_supplicant.conf
usermod -G netdev -a pi
systemctl unmask wpa_supplicant.service
systemctl enable wpa_supplicant.service
systemctl start wpa_supplicant.service
Hope this helps you