Where in the book Lolita by Vladimir Nabokov does Lolita die? I can't seem to find it and I have re-read portions of it.
The answer to your question is not found in the text of Lolita by Vladimir Nabokov. At the end of the novel, we know that Lolita is still quite young, only seventeen, and she is married to her "sad-faced" husband, Dick Schiller. Humbert dies and leaves his manuscript to Dr. John Ray.
The fictitious Dr. Ray claims, in the fictitious foreword of the book, to be editing Humbert's manuscript, which Humbert called "Lolita, or The Confession of a White Widowed Male." In the foreword, Ray reports that Humbert died in prison, a few days before his trial in November, 1952. Ray also tells us, though we do not understand the significance of it because the name is unfamiliar to us, that Mrs. Richard F. Schiller died during childbirth on Christmas Eve, 1952. Of course we later learn that Mrs. Schiller is Lolita, the girl Humbert refers to as
Lolita, light of my life, fire of my loins. My sin, my soul.