They live near sources of water: streams or puddles in back yards or drainage ditches. The streams might be quite far away; you can hear frogs from half a mile away if it's quiet outside. If you walked out into the desert at night, far away from streams, there wouldn't be any frogs. There's also a chance you were hearing toads rather than frogs.

They burrow underground and wait for the rain to come, at which point they promptly mate, lay their eggs, and then burrow back underground again to wait for the next rain.