The VST .dll gets installed in the default folder, without asking the user.
For most people that default folder is the first folder you installed a VST to, or inside a “Steinberg” folder in Program Files (even if you don’t have a single Steinberg product, since VST was created by Steinberg).
[edit:]
I wrote “folder”, singular, but nowadays there are 2 default folders, one for 32-bit version and another for 64-bit version.
If one installed enough VSTs, one probably saw those default folder paths multiple times, as they are usually shown as the default choice in most installers.
Otherwise I recommend “Everything” tool by voidtools to find files fast in a Windows computer.
I was also getting an Error message
upon initializing a Labs Vst.
…Probably due to the incongruity
of moving Spitfire assets around,
versus the auto placement of Spitfire assets.
…I fixed this by using the Spitfire app (internet required),
clicking on the gear icon located on the bottom right
of each instrument and clicking on “locate”.