I've heard that there vehicles, but I've yet to see any. Is there any kinds of locations that they like to hide in?
Parking lots. They aren't terribly common, but you should find one eventually.
Larger vehicles also seem to be more rare than the smaller vehicles. I havn't looked at the code so i don't know for sure, but i do tend to find more bikes and quads than i do cars and trucks.
As well, vehicles spawn with an apparently random amount of fuel in their tanks, and are all presently powered by gasoline. It's probably a good idea to take a glass bottle of gasoline with you ('u'nload a bottle of rotten milk while 'w'eilding it, and then us'e' a gas pump and select the empty bottle to fill with gasoline when prompted) when vehicle hunting. Any conversion of a vehicle to electrically based propulsion must be done manually, and because of a typo some electrical components like solar panels only appear in Missile Silos which require one military ID to open, or an electrohack and appropriate skill. (this spawning method of missile silos may be fixed to what it was originally intended; electronics shops)
[Building a vehicle from parts requires the parts, mechanical skill, and the tools. Hack saws and wrenches are common, but the welder appears rarely in hardware stores, and only more commonly in Megastores with hardware sections... Or just get a integrated toolset bionic from a Lab bionics storage room. (requires computer skill, jackhammer, sonic resonator to open... or a very lucky teleport in, and with a portable teleporter to get out)]