Where to put custom code?

You can put your custom code in your theme function.php file, If you would like to extend woocommerce functionality for changes anything then you should use hook or filter for the same.

If you would like to change any woocommerce template then you just have to create woocommerce folder in your theme and override woocommerce template and you can change and do your custom code.

For more information please refer to below url:
https://docs.woocommerce.com/document/template-structure/

@orlysbondoc I highly recommend putting custom code into a plugin or using the Code Snippets plugin.

https://www.ads-software.com/plugins/code-snippets/