Survey the area around the outside of your house. A cellar door will most likely be low to the ground.
Look behind any shrubs or bushes that may be hiding a cellar door.
Check for any wooden boards that may have you used to block off a cellar entrance.
Review the building plans for your house. Especially if your house is particularly old, locating a copy of the original architectural blue print of your house may be difficult. However, reviewing the plans for your house may offer clues as to where a hidden cellar door may be located.