I repeat, it is best practice to install (just not post-install) ArcSDE on a remote Oracle server, so that future needed patches can be performed without having to remember where you got the files, and where you may have placed them.
Best practice is to not copy it anywhere. Instead, reference it in the ArcSDE/ora11g/lib directory with the dependent DLLs (where they will all be updated together when you apply service packs).
I repeat, it is best practice to install (just not post-install) ArcSDE on a remote Oracle server, so that future needed patches can be performed without having to remember where you got the files, and where you may have placed them.