If you are not an EU citizen, you must apply for the TIE within 1 month of entering Spain. *Remember that it is compulsory to apply for the TIE if your stay is longer than 180 days.
In Valencia, non-EU citizens must apply for the TIE at the Patraix Police Station (C/ Dels Gremis, 6. Valencia). You must request an appointment for "Policía toma de huellas-expedición de tarjetas y renovación de tarjetas de larga duración".  
If you apply for the TIE that includes a residence permit under the law 14/2013, on entrepreneurs, you must download the application form.