You shouldn't copy them to
Instead, place them in a sensible location and add that location to your
%PATH% environment variable.
If you don't install the utilities in their default location (specified by the website or installer), you might place such utilities in a dedicated folder such as
C:\programs\. I prefer this to a path in
Program Files in case you install a program that doesn't handle spaces in path names very well.
You can (permanently) add a folder to your
cmd.exe like this:
setx PATH "%PATH%;C:\bin\"
(Note that the
set command will only change your path for the current session.
setx changes it permanently.)
Note: the command above adds the folder to the end of your path, so a program anywhere else will take precedence if it has the same name as one in the folder you just added. If you want the folder you add to have precedence over everything else, instead use this command:
setx PATH "C:\bin\;%PATH%"