At the end. And you make the plural based on whatever the last word is. Note that in english the pattern is always that the last word is the main object and the first (and others) woudl modify it. The photo studio had three darkrooms. Two railways cross the mountains. In practice, you can make up compound words like this, but usually they stay seperate: Bring a couple of horse brushes. We used garden shovels. There is a similar construction in english in which you use a combination of words that aren't nouns, they may even be a sentence fragment. He's the one wearing look-at-me-I'm-so-cool shoes. hyphens are used to show you're pasting a little bubble of a different sentence clause in there. In speaking, you typically say those hypenated words at a slightly different pitch and speed, as though you were quoting someone.

Zooey is right that it is usually the final word that is pluralized, but it is not always the case, as Ed K points out. One example from the top of my head is the hyphenated forms such as "sister-in-law". The plural form would be "sisters-in-law". Some non-hyphenated words are also pluralized in the same way. An example is passerby (plural: passersby) The general rule is that the "head" (main word, usually the noun) of the noun phrase get pluralized.

It depends on the type of compound noun--closed form, open form, or hyphenated form. This site has good exmaples and good explanations. http://grammar.ccc.commnet.edu/grammar/compounds.htm