The short answer is on your website! The long answer is you need to identify where your web visitors are bouncing and then install your lead magnet popup there to retain visitors and increase engagement.
Use an analytics tool to identify which pages are getting web visitors to engage and which pages aren't (or having these visitors 'bounce' and leave). Once you've identified these pages, you can install an exit intent popup onto those pages to lower the bounce rate.
When you're building your popup, make sure you make it attractive while giving something of value to your web visitors. Take a look at this popup from our American real estate client, First Team:

In exchange for the customer's contact details, they're offering a local real estate market report. Through this popup, not only were they able to reduce the bounce rate of their website, but they were also able to generate almost 1000 new leads!
Building a good looking popup is easy and requires zero coding knowledge. You can use Serviceform's free popup builder to easily build a Serviceform Popup. And installing it onto your website is just a matter of copy and pasting Serviceform's pixel code into the head tag of your website.