It depends on the version of the Bible you're using, but in the King James Version (and most other versions) the only gospel to use the word "church" is Matthew. The word comes up in Chapter 16 and again in Chapter 18.
It's problematic, because the two times Matthew uses the word "church" in the King James Version, he's actually using two different words in the original Greek. In fact, the Gospel writers didn't really have a word for "church," at least as it's used today. The first time, in Matthew 16:18, the original Greek word "oikodomeso," which literally means "I shall be building a home." So basically Jesus is telling Matthew that "upon this rock I shall be building my home," which is understood to mean that Jesus is establishing a place where for his followers can gather. The second time the word "church" comes up, in 18:16, the original Greek is "ekklesia," which means something like "those who are calling out." In this case, "church" refers not to a place but to a group of people.
The whole mess gets even more complicated because Jesus is making a pun in the first verse. Jesus is talking to Peter in that verse, and Peter's name literally means "rock." So Jesus isn't pointing to a literal rock that he'll build his church on; he's indicating that Peter will be the starting-point for gathering Christians into a church.
