Cubase and Halion don’t really care where it is installed as long as they know where that is. While you can put it wherever you want and/or have space for it most folks keep their sample libraries on a dedicated drive (or several) so they are not competing for disk I/O like if it were on your C: drive or sharing a disk with your Cubase Projects. Also an SSD is better than HDD. But none of this matters for the basic functioning of the VSTi & Library - that will be the same no matter where the Library is located. The location really only impacts how quickly or slowly the samples initially load into the VSTi.