Thermal energy is heat, and it is everywhere in the universe to one extent or another. Absolute zero is the total absence of heat. Science has yet to produce or discover absolute zero.
Do you mean 'geothermal energy'?
If so, in places where there are hot rocks fairly near to the Earth's surface.
Iceland is a prime example - it has many hot springs. Many Icelandic villages have outdoor swimming pools fed by local hot springs which stay warm enough to use even in midwinter. Some Icelandic towns use hot spring water to provide central heating in buildings.
thermal energy is mainly extracted from heat more heat can be obtained from sun and it can be converted to electrical energy
Wherever there is heat. That's, basically, what thermal energy is. Heat.