To build the kernel, I do make menuconfig make make modulesFor step3, where do the files go? What's the location for modules? Can I change it by using any env variables?
Where are the files created by make modules when building and compiling the Linux kernel?
linux;kernel
The step 3 will only compile modules. For them to actually go somewhere, you'd have to do make modules_install.As pointed out in comments, make -n modules_install will show you where they would go. The exact location depents on the version of the kernel you're compiling, the target directory being /lib/modules/<kernel_release>. The version you're building can be found by make kernelrelease.