They should work with ArcMap based Enterprise geodatabases. You are correct that the file must be accessible on the RDBMS server machine as this is where the st_functions are executed. This is why the ArcGIS client is not as important for st_functions.
Here is a screenshot of the Pro download and the location within ArcMap (they should be the same file)
Again the important piece is to make sure that file matches the version of the geodatabase!!!!
--- George T.