Where parenchyma is found
The short answer is nearly everywhere. The useful answer is that it fills whatever the more specialised tissues have not taken.
In the stem
In the cortex — the layer under the surface — and in the pith, the core at the centre.
In the root
In the cortex and the pith, exactly as in the stem.
In fruits and seeds
In the fleshy parts of fruits, and in seeds.
In leaves
Throughout the leaf, between the upper and lower surfaces.
The two names you meet inside a leaf
The parenchyma of a leaf comes in two arrangements. Palisade parenchyma is the layer of tall cells packed upright near the upper surface; spongy parenchyma is the looser layer below it, with large air spaces between the cells. Both contain chloroplasts, and both are still parenchyma.
Cortex and pith are positions, not tissues
The cortex is the region between the surface and the vascular tissue; the pith is the region inside it. Neither word names a tissue — they name places, and in most plants the tissue filling both of them is parenchyma.