Where is the correct place to refer to an external style sheet in an HTML document?

I am taking my first web design class. We are coding in HTML5 and CSS. I have created an index.html document that works correctly when I use and to code the colors, fonts and layout. Now the assignment is to remove the section and replace it with a link to a CSS external stylesheet. After doing this, my HTML file does not appear to be actually linking to my CSS file. Any help you can provide would be sincerely appreciated.