From memory, it goes under / behind the airbox.
So: Airbox > AFM > Intake Pipe > Turbo
This!
Considering your car will have more power then the N/A engine, there will be things that need replacing in order to handle the power upgrade.
You'd want to look out for the clutch.
A brake caliper upgrade to the GTS-T model would be a good start.
At least a 3" turbo back exhaust will help with the exhaust flow.
Did the RB20DET you bought come with the side mount intercooler and blow off valve?
It's just a start to the "To Do List" for this conversion.