Many places! Respectfully, were you out of the country during that time or something?
Below is one article, many Boston news stations ran video of all kinds of LE (local, state, feds) outside MFL "investigating" you could probably find that via google too.
"On March 20, nearly a month before the attack on the Boston Marathon, the Tsarnaev brothers visited a firing range in Manchester, N.H., where they rented 9mm handguns and "engaged in target practice" for about one hour, according to the indictment."
http://abcnews.go.com/News/boston-bomber-indicted-details-emerge/story?id=19509214
The indictment itself provides a few more specifics