Priorities/Goals can be found in the 1-on-1 section with your direct report/manager (1-on-1s where you have a reporting relationship).
When you go to the Streams section and click on the name of manager/direct report, you will see three tabs across the top.
"Priorities" is the third tab. The contents in the priority tab will travel with the direct report to their new/current manager. But you can read more about that here!