The transmission has a cooler (actually built into the radiator). There are two lines: One going from the transmission to the cooler; the other returning from the cooler back to the transmission.
The lines are typically assemblies made up of metal and rubber tubing. Yes, they can leak.
There is an opening in the transmission for the dipstick (and to add fluid to the transmission). It isn't typically a source of leaks.
Get underneath the car and look around. Someplace you'll see fresh transmission fluid (it's red). Follow the trail and see where it leads.
In any case, be sure to add fluid to get the level back within the full range on the dipstick (read your owner's manual if you aren't sure how to check transmission fluid - it's almost always done with the car warm and engine running). Nothing kills an automatic transmission like driving with low fluid.
