Windows
Copy the downloaded Java config file to this location on your computer. Create the directory if it does not exist.
C:\Windows\Sun\Java\Deployment

Mac
Copy the downloaded Java config file to this location on your computer. Create the directory if it does not exist.
/Library/Application Support/Oracle/Java/Deployment

Linux
Copy the downloaded Java config file to this location on your computer. Create the directory if it does not exist.
/etc/.java/deployment