When you'll run FBI in emuNAND it will install the CIA files to the emuNAND folder (and if you'd run in sysNAND it would install them to the sysNAND folder). By default FBI will install the files to the SD card, you also have an option to install files to NAND, but just don't change any of the settings in FBI and you should be fine

After you install the file you can delete it from the SD card so it won't take up unnecessary space