Usually the way you find these things is at the fuse box. Pop every fuse out one at a time, and check if the battery drain stops. Once you know what circuit is draining the battery, you can eliminate it by disconnecting each device on the circuit one by one checking the battery drain as you go.
You can use a test light in some situations for battery drain, but it won't necessarily light up with small current losses. It is better to have a voltmeter across the battery terminals to check it.
For small current drains, disconnect a battery cable and then put a resistor (anything bigger than 1,000 ohms will work) between the battery terminal and the disconnected battery cable. If there is ANY voltage across the two resistor terminals, there is a current drain on the battery. Keep looking for current drains until the voltage across the resistor is zero.
Don't try to use the current function of the ohmmeter, because you will usually burn it out. The method I outlined above will protect your ohmmeter from excessive current.
