By default, the PetaLinux tools are installed into the current working directory. Alternatively, you can specify an installation path.
For example, to install PetaLinux tools under /opt/pkg/petalinux/<petalinux-version>:
$ mkdir -p /opt/pkg/petalinux/<petalinux-version>
$ ./petalinux-v<petalinux-version>-final-installer.run --dir /opt/pkg/petalinux/<petalinux-version>
For more information, see PetaLinux Tools Documentation: Reference Guide (UG1144).