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).
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.