Installation for Push3 Standalone:
You need to put the device in your Push’s User Library from Live to a place where you’ll find it later.
For Live in general:
You can put the devices into your Ableton Live user library, basically anywhere.
Default location of the User Library:
When you install Live for the first time, the User Library is created at this location:
WINDOWS: \USERS\[USERNAME]\DOCUMENTS\ABLETON\USER LIBRARY MAC: MACINTOSH HD/USERS/[USERNAME]/MUSIC/ABLETON/USER LIBRARY
Please note that Live has to analyse your user library after you put your devices in there... It could take a while. For the time being, you can just drag and drop these devices on your track from your user library. until Live analyses your folders.