Ninite Pro's download cache is in the same directory as the installer .exe by default, but it's easy to change.
One popular option is placing the cache on a network share. Do this with the /cachepath command line switch. For example,
NinitePro.exe /cachepath "\\<server>\<share>"
That example uses a UNC path to a share, but you can use any filesystem path for the cache location.
We have more cache documentation too.