What happens when you load a driver with a "browse to"?

What happens when you load a driver with a "browse to"?
 
I have to install the display drivers for my new Dell U3011 Display manually. The monitor plug and plays, but I wanted to use the specific drivers.
 
I downloaded a self extracting .exe that had 3 small files in it. I found a README that told me to go to the Monitor>Update Driver and Browse to the files.
 
I had the files on my D: drive.
 
Did Windows copy the files over to the C: drive? I just want to make sure that it isn't actually referencing the D: drive location.
 
I guess it works the same as if I had loaded the drivers off of a USB stick or CD?
 
So if those files got copied over to Windows... where did they go? I tried a search and couldn't find anything.
 
Thanks.
 
best regards,
mike