What is the position of electrons inside the orbitals such as s-,p- etc?? I mean I know that they are in these spherical(s-orbital) and dumb-bell shaped(p-) but where do they actually lie?
They ARE the orbitals. The electrons are delocalized in such a way that their position averages out and they form the shape OF the orbital over time.
The wave function
In simpler terms, it means that the particle's exact position cannot be specified, and we can only give a likelihood of where it might be (in accordance with the Heisenberg Uncertainty Principle).
That requires that we give a probability distribution of the position, and that is what the orbital is.