We are talking about two different apps. One is for your iPad, and found in the iTunes Store. The other is for your Windows computer, and found on the developer's website. You download it in your web browser (Explorer, FireFox, Chrome, Safari, whatever) while using the computer. If you find yourself back in iTunes when trying to download the computer version, you chose the wrong option on the site.
When both are installed, you launch both on each device. Select the photos you want to send on the iPad and go through the choices till it syncs with the computer. An exporter window on the computer will open with the images.
I don't know what folder it shows up in for Windows. On the Mac they show up in the Pictures folder under a subfolder called iPad. I images it is similar on the Windows, which also has a default folder for images/pictures.
You should be able to change where the pictures go by default by changing the app's preferences on the computer.
On my Mac, the app doesn't open a window by default when you start it. Instead it shows up in the menu bar. When you want to send photos from the computer to the iPad I go there, choose the Send option, and it opens a finder (explorer window) so I can browse and select the files.