I have never replaced any like that, but they would go into the outer side of the caliper bracket, where the narrowest end of the guide pins sit.
Did you get new rubber boots for the caliper pins too?
Were the originals worn out or really rusted, preventing the calipers from working properly or were you just looking to make it look pretty when the new hubs go in?
If the caliper, pins & boots were all in good working condition, I probably wouldn't have bothered just putting in new guide pins for the sake of doing only that.
Those accordian-looking boots are important parts needed to keep water out of the guide pin. They should be flexible to move with the caliper and not cracked or split.