By default modules are placed on ${WILDFLY}/modules
directory but you can have more directories with modules, just edit your standalone.conf (or standalone.conf.bat if you are on Microsoft Windows) and properly set the variable JBOSS_MODULEPATH
For example in Unix/Linux/MacOSX:
JBOSS_MODULEPATH="$JBOSS_HOME/modules:$JBOSS_HOME/myownmodules1:$JBOSS_HOME/myownmodules2"
Or in Windows:
set "JBOSS_MODULEPATH=%JBOSS_HOME%\modules;%JBOSS_HOME%\myownmodules1;%JBOSS_HOME%\myownmodules2"