There are 4 labyrinth puzzles through out the game. each one has a distinct them around the area they can be found in (there's some great lore around these which i enjoyed reading in game) .
Each one is located near a save point and they require that you have a ball to start the puzzle. Don't worry if you dont have the ball when you find the puzzles as they often require you to explore a bit more of the surrounding area.
The Labyrinth and their ball locations are as follows:
Castle Dimitrescu : The labyrinth can be found soon after entering the castle in the save room next to the main hall with the four angel statues. The Flower Swords ball that you need for this puzzle can be found later in the castle when you get to the Opera room. its on the upper floor in a room at the back, in a broken labyrinth puzzle of the same type
Gardens : On the way to the Beneviento house, you will pass a few locked areas that can't be accessed, on the way back they will now be open. these are the gardens you need to explore. In the northern part up a small hill you will find a house with the Labyrinth puzzle inside. The Sun and Moon ball for this can be found in the southern area by some gravestones in a small box
Moreau water area: The labyrinth for this area is by the first windmill before you go down into the actual water part. the Mermaid ball for it can be found after coming back to the same area after completing that section of the game, with the crack, and using it on the locked gate next to the labyrinth. as you enter there will be a fork in the road. take the right path up to the bridge that crosses over the left path and look for a small altar area. the ball is in there
Heisenbergs Factory: This puzzle can be found in the room opposite the Duke's location on the lowest floor of the factory. You won't find a ball here, however after the Grinder room on the 3rd floor bit, there is a room you can get access to BEFORE going towards the ventilation duct. Inside you will find a mold you can take back down to the smelting area to make the last ball
Each labyrinth puzzle will get you some decent loot for selling so enjoy the rewards after you're done playing with these fun little contraptions
(I wrote this also for the ps4 version as I acquired the trophy on that platform, if anyone is wondering why i don't have this one)