Found in the Smouldering Lake. From the Old King's Antechamber bonfire, head into the passage with the Demon Cleric and proceed forward into a room guarded by three Smouldering Ghrus. The tome can be looted from a corpse "praying" in front of a statue.
If the player is male, the tome can be given to Karla. Similarly, if the player is female, then it shall be given to Cornyx. Doing so will unlock the following pyromancies on their respective stock of wares: