Ainsley, if you insert your finger to about past the second knuckle and do a sort of curled, beckoning gesture, you should be able to feel it. Feels a bit similar in size and texture to a walnut (though obviously, softer). You may need to shift your finger just a little bit left and right in a sweeping motion til you feel it.
This is towards his belly, not towards his back, so if he is lying down on his back, you can apply pressure to his perineum from the outside and his prostate from the inside. Start slow and listen to him, though--it can be a bit intense. :)