There is not a right or wrong place to put it.
It could all go into the same source file, but for ease of use most shops create seperate files.
QRPGSRC and/or QRPGLESRC
QCLSRC (Sometimes QCLPSRC or QCLLESRC)
It is up to yo to set your standards.
The only thing that matters is where you put the compiled objects. This library has to declared to the HTTP server configuration. The specifications for doing that are shown in Bradley’s book. I used the same book along with the “API’s @ Work” to do an E-RPG project. It works very nicely.