Where does sdkman install packages?

I've checked it on my system. It should be located in $HOME/.sdkman/candidates/.

Where's SDKMan installed:

echo @SDKMAN_DIR

Where did it just install gradle? (or some other package)

which gradle

Upon installation, SDKMAN creates an environment variable $SDKMAN_DIR which points to the installation directory.

Usuall it's ~/.sdkman

I think the best way would be to use SDKMan's home command:

https://sdkman.io/usage#home

Something like this (taken from the above page):

$ sdk home java 11.0.7.hs-adpt
/home/somedude/.sdkman/candidates/java/11.0.7.hs-adpt