Where in an embryo are the instructions located for how to build organs

All the instructions are encoded in the DNA within the nucleus. We don't fully understand how the zygote, with the same genetic material as our adult cells, instructs the newly developing embryo to form tissues and organs, but it is all in the DNA.

It's cell differentiation signals produced by nucleus of cells. In an embryo, there are unspecialized pluripotent embryonic stem cells that rely on cell signals to differentiate into organs, even before the embryo is formed, in the blastocyst stage, there are 2 layers of cells, the inner cell mass is destined to form internal organs, and the outer ball of cells forms skin cells, intestines etc