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I don't quite follow the question here either. If it specifies that it needs to be in a system path, put it in a system path. This path can also be any path on your machine if you have added it to your environment or user variables (user preferred).
DLL's are commonly required to be located in system paths or directly within the same path as the controlling executable. Java on the other hand tends to care more about jar files, which also need to be available to the executing jar. These can be either in the same directory as the jar, or within the path, or recompiled as a resource for the jar.
Unless the documentation specifies what has to go where, this often requires trial and error. If documentation specifies that I need say mysql.dll within a source path, but fails to mention that I need something like libcurl.dll in a system path, then it will fail to run.
As for where you download, this has nothing to do with java, javascript, or any language. That is a browser setting. I don't recommend moving it to C:\, keep it in the downloads. Assuming your standard user is not an administrator, writing the C:\ may be forbidden. Move it out once complete. I for example download everything to H:\Downloads, and move what is necessary to where it belongs.
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