I am definitely not experienced with Linux but I'm past the initial stages, I think, and I've installed a bunch of added stuff since I started using the system about a year ago (I started using computers in 1965, so at least I have some decent general experience with other operating systems). I cannot say for sure but my experience is that properly prepared installation routines in Linux will ask if they need location info. If there's any configuring to be done, whether that entails specifying locations or some other variable, a readme file should tell you about it. If the issue doesn't seem to arise, you just go ahead and assume that the install will know where stuff needs to go. Usually the only real puzzle, and this doesn't happen very often, is figuring out where an installer has put stuff so that one can invoke it or specify a link to it, especially if the software isn't in some common location like /usr/bin (in such cases tools like the KDE "find" utility will help).
Linux seems to be organized around very different principles than Windows. With the latter most stuff is arranged by specific programs: you have a directory for a piece of software and all of the files which this software will use are located in that directory (yeah, right: there are all sorts of deviations from this rule, but even so, this is a common general approach to the organization of software storage on Win systems). In contrast, Linux files are organized functionally: executables may be grouped in one location, libraries grouped in a different location, shared (or potentially shared) stuff like icons or graphics or audio files get grouped in yet another one... Any one service might use files scattered around a bunch of different places on the system. That's the case for a lot of Windows software, too, especially for files like system DLL's, but these departures from the general "give a program its own directory" approach are not obvious to most users.