You can say '最近的取款机在哪里？' in Chinese when asking the direction of the nearest cash machine. The pronunciation of the whole phrase is 'zuì jìn de qǔ kuǎn jī zài nǎ lǐ ？'

最近的 (zuì jìn de) means the nearest, or most recently.
最 (zuì) means the most
近(de) means close to or nearby

取款机(qǔ kuǎn jī) means cash machine, ATM

在哪里 (zài nǎ lǐ ) means where