I assume they should be in the Milky Way galaxy. I have read about it a little but did not find information on where they are.
Which galaxy do the Pleiades belong to?
With the exception of the Andromeda galaxy and the Magellanic clouds1, every star, star cluster and nebula that is visible to the naked eye is part of the Milky Way. The Pleiades is a star cluster in the Milky Way.
Objects in other galaxies are too far and too dim to be visible with the naked eye.
1The Triangulum galaxy (M33) may also be visible to the naked eye from a dark site to trained observers with excellent vision
To give you a perspective the Milky Way Galaxy is between 150,000 and 200,000 light years in across. The Pleiades is less than 450 light years from Earth. In a galactic perspective the Pleiades is incredibly close to us and so clearly within the Milky Way Galaxy.
This screen grab from the program Where is M13? shows the location of the Sun and Pleiades in our galaxy.
The Sun is the orange dot, the Pleiades the yellow dot.