How do I turn on the Traction control for a 2008 Avalon

It turns on automatically when you restart the car - If this is not happening you have something that has failed, maybe the switch

Where is the switch for traction control located?

There is no "switch" per se' that you have access to - there is a procedure you have to follow to turn the function off

Here is the turn off process: 1-Make sure the car is in park and the parking brake is disengaged before you start the car 2-Press and hold brake pedal while starting car 3-release brake pedal 4-Engage the parking brake 5-Fully depress the brake pedal and release 6-Fully depress the brake pedal and release again 7-disengage the parking brake 8-Fully depress and hold down the brake pedal 9-Engage the parking brake then disengage it {While holding down the brake pedal} 10-Engage the parking brake then disengage it again {While holding down the brake pedal 11-Release the brake pedal 12-Engage the parking brake 13-Fully depress the brake pedal then release 14-Fully depress the brake pedal then release again The "check VSC light and Trac light should come on now. The VSC will stay off untill you shut car off and start again.

The traction control turned off on its own. I prefer having the traction control on. I feel that I have better control of the steering. How do I turn it back on?

If it turned off on its own the is a malfunction in the system. You will need to have it looked at by a repair facility