CO2 is found in the blood in three forms: in physical solution, as bicarbonate ion, and in carbamino compounds (combined with hemoglobin and other proteins). It exists mainly in the form of bicarbonate ion.
CO2 exists in its gaseous form when it is at alveolus, where it is expelled during exhalation. It also exists as CO2 when bound and transported by hemoglobin. Finally, there also exists some dissolved CO2 in the plasma. If you want a more detailed explanation, message me