There are a number of sites that have name indexes to the 1930 census. Some are paid subscription sites, some free. FamilySearch.org is free but you must register. What you do once you are in the site, is to "Search", "Records", and enter the names and if you have it birth year and place. When you press Search you can then limit your results by just the 1930 U.S. Census. Then you can add "Residence" name (Illinois) to your search term to get where you want to go. If you have an address of a person in a large city in Illinois in 1930, you can get to the first image of the census district that has the address at https://stevemorse.org/census/unified.html (change top year of 1950 to 1930).
Thank you for posting your question on History Hub!
It looks like a community member has responded to your inquiry and provided a great answer. In addition to his suggestion, we recommend that you view NARA's web page which provides additional guidance on how to "search census records online and other resources."
