The latest version extracts itself inside the current working directory. So if you launched it from the explorer, that's the same directory as your .exe.
You should find an android-ndk-rXXX
folder there. Otherwise that means it wasn't extracted.
It's always better to use the latest NDK, there are many bug fixes and improvements with each releases... You can open the .exe as an archive with 7zip, and extract it somewhere else if you need, or launch the .exe from a terminal set where you want to have it extracted.
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