They should go on your Applications directory as well, but if you like it a little neater, make a KISSlicer folder and put everything inside (KS and the .ini files). It'll work anywhere, but if KISSlicer doesn't find those files, it'll create new ones. In fact, you should have at least 3 of those .ini files in your Applications directory already, which you can overwrite or delete if the settings in them don't matter to you.