ALX.exe Add on: where to install

Dear all,
I am reinstalling IB/RO. And would love to test again with ALX. Also I understand that I need to install the main IB-RO install.exe to the folder where the 3 RomeTW/-BI/-ALX exe are located, and have to checj the filter.san (which exists, so good!), I do not understand if the ALX.exe add on should be installed into the same folder, or into the newly created RO folder.
Thanks for your inputs,
FFJean

And maybe another question: can I use the ALX.exe add on for Steam? And then, how?
Thanks again,
FFJean

you need to open the steam manager, rightclick in the left corner on rome and then choose the exe (rtw, bi or alex) you like to start with.

Thank you Tartaros,
But when I start installing, to which folder should I point the ALX .exe, for the DVD version and for the Steam version? (I have both installed). Is it to be pointed to the "Rome" folder (the one where the .exe are) ot to the RO folder?
Yours,
FFJean