The Installed version of SyncTrayzor will install itself into C:\Program Files\SyncTrayzor or %LocalAppData%\Programs\SyncTrayzor for all-users or current-user version respectively.
By default, SyncTrayzor will put its own configuration in C:\Users\<You>\AppData\Roaming\SyncTrayzor, and let Syncthing use its default folder for its database, which is C:\Users\<You>\AppData\Local\Syncthing. It will also create a registry key at HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run\SyncTrayzor the first time that it is run, which will let it start when you log in.
You can delete this registry key by unchecking "Automatically start on login" in the settings.
You can set a custom home path for Syncthing in the settings if you wish (Settings -> Syncthing -> Advanced -> Syncthing Custom Home Path). This is useful if you want to keep the copy of Syncthing managed by SyncTrayzor separate from another copy running on your machine.