You should actually be able to keep them in one location.
You can set up your own folder in the entitybank of if you have a user folder there you could use that.
Of course you should check the .fpe that came with it in case it has different references - in which case it would not work.
Open the fpe. in notepad and look at the reference locations of the associated media and change or put your new characters files in folders appropriately.
Alternatively open a default character .fpe look at the associated refs and place yours accordingly following the .fpe set up.
That should do it.
"I am and forever will be your friend"