Where do Smart Loops files go?

I downloaded the free Smartloops pack (nice).
They are a bunch of wav files for building drum trax as I assume you know but I have not done yet.
I unzipped them but am not sure what folder to put them into?
If I open (some drum plug or other), will they automatically show up?
I have had some frustration with the browser, perhaps due to my putting files in the wrong places.

If you want, you can just leave them in their own folder and save that location as a preset in the browser. Put the folder where ever you want it, then in the browser, navigate to that folder using the "up one level" button, etc. Once you're in the folder, double-click on the browser's location drop-down selector, type in a name and click the save icon. Now that folder location will show up in the location drop-down list.

Cool thanks, I'll give that a try.
I wondered if Sonar already had a place that it kept all those kinds of drum files?