You can put them anywhere beneath /Data, it is up to you if you want to have one top level folder for all your custom stuff or multiple custom folders beneath standard folders like /Data/SiteImages, and /Data/style
you could have a folder like /Data/mymoduleassets/ with sub folders as needed, it is really a matter of personal preference. Or they could go directly beneath your module folder, they don't really have to be below /Data as long as your feature knows where to find them and you configure style.config to include your css as needed.
Hope it helps,
Joe