drush extension installation directory location
This (the incorrect contents in the drush_sup README file) is a drush_sup bug report, and should go in the drush_sup issue queue.  I am the drush_sup maintainer, though, and can make this correction.

If you use Drush to download drush sup (i.e. drush dl drush_sup), then it will automatically be placed in the .drush folder in your home directory.  Drush automatically finds extensions stored in this location.