They can be found around the mountains in the winter biome if you are looking for them to kill or tame

They are slow and have a small agro radius slowing for a quick get away(assuming that you haven't lost all your stamina

I have found tons around penguin pond on the center

Where there is snow there are mammoths, but also lots of danger. If you want a mammoth come prepared with as many heath Brews as you can carry and some heavy armory cause if you didn’t manage to stick your mammoth in a taming coral then you better be prepared to fend off every wolf, saber, or carno that happens Upon you. Good luck survivors!