You only specify one robots.txt
which goes in your root directory.
More information can be found in the official documentation
Where to put it
The short answer: in the top-level directory of your web server.
The longer answer:
When a robot looks for the "/robots.txt" file for URL, it strips the path component from the URL (everything from the first single slash), and puts "/robots.txt" in its place.
For example, for "http://www.example.com/shop/index.html, it will remove the "/shop/index.html", and replace it with "/robots.txt", and will end up with "http://www.example.com/robots.txt".
Also from the same page (at the bottom) it gives an example of allowing only a certain webpage:
To exclude all files except one
This is currently a bit awkward, as there is no "Allow" field.
The easy way is to put all files to be disallowed into a separate directory, say "stuff", and leave the one file in the level above this directory:
User-agent: *
Disallow: /~joe/stuff/
Alternatively you can explicitly disallow all disallowed pages:
User-agent: *
Disallow: /~joe/junk.html
Disallow: /~joe/foo.html
Disallow: /~joe/bar.html