You'll find the challenges on your Navigator, under the News and Social icon, and then the top option, Challenges.
Thank you, but I meant where in North America.
Violet, it's where I said in NA, go to your navigator, third icon along is News and Friends, press x, then top option press x on Challenges.
I feel like I've stepped into the Twilight Zone. My third icon on the navigator is "Featured Games" and there is nothing new there (to me) except Home Tycoon: New Heights. My second icon is "New and Recommended" and there is nothing new there from last week.