The default installation path is probably the best choice.The installation of KDE on Windows isn't difficult, but it is time consuming. Fortunately much of this time is not interactive (so you can step away from the machine and get some work done.) The first thing you need to do is download the KDE installer. Once the installer has finished downloading, double click the .exe file and the installation will begin.
The first step in the installation is to select the Installation directory.