As other answers have noted, the quote about controlling the past appears in various places in the novel: in part 1, chapters 2 and 3; in part 3, chapter 2; and in Emmanuel Goldstein's The Theory and Practice of Oligarchic Collectivism. The quote is as follows:
Who controls the past controls the future. Who controls the present controls the past.
The number of repetitions of this slogan show its importance to the state. It is also important to Winston, who at about thirty-nine years old, is one of the few Party members with memories of the time before the Party took over. His job, too, involves endlessly revising the past to suit the needs of the present moment.
Winston knows from his childhood memories that the Party lies about the past to inflate its own importance. For example, he remembers airplanes:
Sometimes, indeed, you could put your...
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finger on a definite lie. It was not true, for example, as was claimed in the Party history books, that the Party had invented aeroplanes. He remembered aeroplanes since his earliest childhood.
To Orwell, being able to remember a concrete reality anchors a person in a verifiable reality in which the present can be accurately evaluated against the past. In Oceania, however, that anchor has been torn away. Therefore, people are what we would call today perpetually "gaslighted": they are constantly told their memories, a chief basis of selfhood, security, and identity, are wrong. For instance, as Winston knows, the Party will say it has increased chocolate rations when in reality it has cut them. This allows it to assert life is constantly getting better when in fact, it is constantly getting worse.
Controlling one's own memories, especially through being able to retrieve memories and rely on memories, is essential to keeping one's humanity, Orwell argues, a humanity that is under constant assault from the Party.
George Orwell's dystopian novel, 1984, is in many ways intended to satirize the Soviet Union, and especially the way that, during the Stalinist regime in power during 1949 when 1984 was published, Soviet revisionist historians rewrote history to support their version of Marxist-Leninist ideology, expunging from history books anything not flattering to their regime or belief system.
In the same way, the Ministry of Truth, at which Winston Smith works, is tasked with constantly revising or destroying all records of the past which might discredit the Party or Big Brother. For example, Oceania is alternately allied with Eastasia and Eurasia. Whenever the alliances change, all books and newspapers are edited to make it appear that the current ally was always, in fact, an ally, and to eliminate any evidence of shifts in allegiance.
Winston first explains how and why this system works in Part I Chapter 3, saying:
...if all records told the same tale--then the lie passed into history and became truth. 'Who controls the past,' ran the Party slogan, 'controls the future: who controls the present controls the past.' ... 'Reality control', they called it: in Newspeak, 'doublethink'.
It is repeated in Part 3 Chapter 2 by O'Brien, after Winston has been captured and during the process in which he is being tortured and brainwashed into complete submission to the Party.
From Chapter 2 of the online source linked below:
O'Brien was looking down at him speculatively. More than ever he had the air of a teacher taking pains with a wayward but promising child.
'There is a Party slogan dealing with the control of the past,' he said. 'Repeat it, if you please.'
'"Who controls the past controls the future: who controls the present controls the past,"' repeated Winston obediently.
This quote also appears in Chapter 3 (from the same source).
References