Picture this. The coronary arteries branch off from the walls of the aorta, and dive down into the outer layer of the heart mucle. On the left side, the left main artery branches into the left anterior decending (lad), which runs down the front wall of the heart, and the circumflex, which runs around the lateral wall. On the right, the right coronary artery runs along the bottom wall of the heart.
Outside the heart. They lie on the surface of the heart, originating in the root of the aorta and following the av groove (left circumflex and right coronary arteries) and the interventricular groove (the left anterior descending).