THE Orion Nebula is, as the name suggests, the most prominent nebula in the constellation Orion. It doesn't "occur" because it's a long-lasting cloud of gas and dust in which stars are forming. It looks especially good through binoculars, and is gorgeous through a telescope and wide-angle eyepiece.
This isn't the best time of year to see it as it's getting low in the western sky at nightfall.
If you're looking for other nebulae, let us know where you live, because that affects which parts of the sky you can see. "Nebula" by the way, is Latin for "cloud".