The catalytic converter on a 2006 Dodge Caravan is located in the exhaust system,
underneath the vehicle, near the engine and before the muffler. It's usually close to the transmission. Because of its location and the heat it generates, it's often difficult to see without getting underneath the van. You'll likely see a cylindrical component with some heat shielding.
To be completely sure, consult your owner's manual or a repair manual specific to your 2006 Dodge Caravan. A diagram of the exhaust system should pinpoint its exact location. It may also vary slightly depending on the specific engine type in your Caravan.