At http://drupal.local/admin/modules/install, when I install modules by entering a URL, they get saved to sites/all/modules. I have a multisite setup, and I need them to go to sites/SITE/modules.
Any way to control that?
The update manager will only install modules to
sites/all/modules unfortunately (see this page), so it looks like you'll have to FTP/SCP/whatever them to your server.
There are some advanced installation methods here, but installing modules into specific directories is not something the update manager can do.