In the King James Bible the "Holy Spirit" is usually called the "Holy Ghost" and appears throughout both testaments; in John's Gospel Jesus identifies the Holy Ghost as the "Comforter" whom the Father will send.
John 14:26 in the King James Version reads:
But the Comforter, which is the Holy Ghost, whom the Father will send in my name, he shall teach you all things, and bring all things to your remembrance, whatsoever I have said unto you.
The verse is spoken by Jesus in John 14, in his farewell discourse to his disciples before his arrest. Read it in context at John 14:26, or the full chapter at John 14. Encyclopedia entry: en.wikipedia.org/wiki/Holy_Spirit_in_Christianity.