binaries (executables) go in /usr/bin
, flatpaks are installed in their own sandboxes, appimages are wherever you put them.
the shortcuts in application menus go in /usr/share/applications
as .desktop files which link to the app, so the user generally won’t have to worry about where the executable is.
why would the app store ask you where to install stuff??
ublock origin works fine for me on firefox. i use freetube (desktop client), but when i use the youtube website i don’t have ad issues.