I have done so, and here is what I found.
It turns out that our modern ideas of gender identity are modern, and "past Americans and other peoples named, perceived, and socially organized the bodies, lusts, and intercourse of the sexes in ways radically different from the way we do." Things started to change in the Victorian era.
I won't get into how they changed, if you're interested you can read the article. But, in 1892, Dr. James G. Kiernan published a journal in which he used the word "heterosexual" to refer to individuals who have relationships with men and women. Yes I put that in italics. Because it answers the "when and where" part of my question. It doesn't answer my whole question though.
It turns out that in the same year, German Dr. Krafft-Ebing published an article where he also used the word "heterosexual." He, however, used it to refer to attraction to the opposite gender.
(Incidentally, Kiernan was the first American to use the word "heterosexual" in a journal, and he also introduced "homosexual" in that same article.)
Over time Krafft-Ebing's definition became the accepted one, and the words "homosexual" and "heterosexual" came into regular usage. It took a bit of time though, and the words were not yet in the Oxford English Dictionary by 1901. They were, however, used in The New York Times Book Review in 1930.
And in the spirit of discussing the word "heterosexual," below is a (presumably) heterosexual couple. Hey, for all we know they could both be bisexual. Or even pansexual.
|A Couple In Love by Peter Griffin|
The above info was found in the article "The Invention of Heterosexuality" by Jonathan Ned Katz, published in 1990 in Socialist Review. I found the article by Googling "The Invention of Heterosexuality 1990." It was later expanded into a book.