I use the Steam version of Kerbal Space Program and I don't know where add-ons have to be installed.
The answer may be easy to find but this question hasn't be asked here yet.
Once you've downloaded an addon, you have to put the files (unzip them if they come in a .zip archive file) in the GameData folder, for example on Windows 64 bits this is this path:
C:\Program Files (x86)\Steam\SteamApps\common\Kerbal Space Program\GameData
If you use another OS see the official Wiki to find the root directory of Kerbal Space Program.
Example: I installed the WaypointManager add-on in the GameData directory and the result is a C:\Program Files (x86)\Steam\SteamApps\common\Kerbal Space Program\GameData\WaypointManager dictory containing the add-on files: WaypointManager.cfg, WaypointManager.dll, etc.