The Forbidden Woods is an area in accessed by either the Grand Cathedral or Cathedral Ward lamps. It is a very large area, and you will most likely get lost on your first playthrough.
BOSS: Shadow of Yharnam
Forbidden Woods Video Walkthrough:
Forbidden Woods 100% Walkthrough - Forbidden Woods Lamp to Iosefka's Clinic Shortcut - Lucians_sword
Forbidden Woods 100% Walkthrough - Complete Zone Clear + Shadow of Yharnam Boss Strategies - Lucians_sword