At the time Herod ordered all the young boys in Bethlehem to be slain, Joseph took Mary and Jesus and fled into Egypt. When the danger was past, they returned to their own country and settled in a town in Galilee: "And he [Joseph and his family] came and dwelt in a city called Nazareth, that it might be fulfilled which was spoken by the prophets, 'He shall be called a Nazarene' [one who comes from Nazareth]" (Matthew 2:23).
From Nazareth, they would all travel to Jerusalem each year for the Passover. On one of those occasions, when He was 12, Jesus stayed behind in the Temple. Afterward, "He went down with them [His family] and came to Nazareth, and was subject to them" (Luke 2:51). So, Jesus evidently spent most of those years in Nazareth. Otherwise, people would not have known Him as a Nazarene.
After He was 30, Jesus preached in the synagogue in His home town: "So He came to Nazareth, where He had been brought up" (Luke 4:16). Notice the reaction of the townspeople: "So all . . . marveled at the gracious words which proceeded out of His mouth. And they said, 'Is this not Joseph's son?" (verse 22). The people knew Him! This is confirmed when, on a similar occasion, in astonishment they said, "Where did this Man get this wisdom and these mighty works? Is this not the carpenter's son? Is not His mother called Mary? And his brothers James, Joses, Simon, and Judas? And His sisters, are they not all with us?'" (Matthew 13:54-56). The people knew His whole family, as this was Jesus' "own country" (verse 54; Luke 4:24).
Obviously, Jesus spent most of those 18 years between ages 12 and 30 in Nazareth where He was trained and where He studied. Whether or not He traveled to any foreign nation is not revealed in Scripture.
Suggestions that Jesus studied with the Essenes have no biblical foundation. However, we know He did not study theology with the Essenes because they did not agree with His teachings.