Q: In which section of the research paper is the [problem] statement included?

Answer:

Note that we have made some edits to your question for greater clarity. Also, this seems to be part of an assignment. Anyhow, the answer to your question is simple: in the Introduction section. :)

You may learn more through the following articles:

• 4 Step approach to writing the Introduction section of a research paper
• The basics of writing a statement of the problem for your research proposal
• Tips for writing the perfect IMRAD manuscript