"Where is the transfer counter?"
A transfer counter is for transfer passengers. http://www.ataturkairport.com/en-EN/preflight/Pages/Transfer.aspx
But I have never heard of a connection counter. A transfer counter (or desk) is where you get your boarding card for the next flight printed, whether it is an official connection or not. If you got all the necessary paperwork before you boarded your first plane, you would not be looking for a transfer desk.
轉賬 also means transfer, but it means a financial transfer.
轉 (转) means: 1 - turn; shift; change. 2 - pass on; transfer. (We're using the second meaning here.)
機 (机) has many meanings, but the meaning we're using here is an abbreviation of "aircraft"
賬 (账) means "account"
So, you can see that, because this question is in the "Travel" lesson, it makes sense that we're talking about transferring planes at an airport instead of making a bank transfer. Obviously, if you heard this sentence in English, you would interpret it differently if you were standing in a bank than you would if you were in an airport.
To make the question a bit trickier, we could include in the menu of characters the character for 'ma' (for yes/no question) (as an extra character that should not be used, that is). While doing this problem, i was tempted to added the 'ma' character; probably because English, like some other languages, treats what/where/when etc. questions similarly to yes/no questions.