You can normally place your Wwise projects wherever you like. However, in order to follow the lesson step-by-step assignments, please do the following:
Download the Wwise-301.zip file from https://www.audiokinetic.com/download/lessons/Wwise-301_v2017.2.zip. Let's navigate to the folder where you installed the Wwise Adventure Game.
In the Wwise Adventure Game tab, click Settings and select Open Containing Folder.
Extract the Wwise-301.zip and move the new Wwise-301 folder to the Wwise Adventure Game 2017.2.8 folder.
The Wwise-301 folder will contain one Wwise project, but all other files will be collected by downloading the Wwise Adventure Game from the Launcher.