When you generate the document, you choose where to save the file. Refer to their usage wiki page for simple examples on how to use it. There is also a manual for the various options and detailed information on it. You can find different versions of the manual here.
Usage:
wkhtmltopdf [OPTIONS]... <input file> [More input files] <output file>
Examples:
wkhtmltopdf http://google.com example.pdf
wkhtmltopdf http://google.com f:\example.pdf
If you choose the first example, the file will be saved in which ever directory you are currently located in.