Anywhere you want - even a temporary folder on your desktop will do.
Extracting is NOT installing! Extracting is just decompressing the installation file or files. Once you have extracted the files, you run the installation program which will (should anyway) install the drivers where they belong.
Once the drivers are properly installed, you can safely delete the extracted files.
Freedom is NOT Free!
MS MVP Windows & Devices for IT 2007 - 2017