Free will actually exists visibly in the brain. A simple way of viewing it is that we have two circuits: We have circuitry that causes Pavlovian responses, I feel good so I do the good things. I feel bad so I run away. This circuit is very simple, very animal, it lacks free will and higher thought.
We have another circuit that allows us to self-evaluate, to understand ourselves and to instead of going "This situation is bad. Run." go "What is the reason this situation is bad. Is it me? Is it chance?" Several more base forms of life lack this capacity entirely but most mammals do have it.
This is the real root of free will. The ability to choose our own responses despite the circumstances. This circuit can say "no" to the baser Pavlovian circuit.