where should I install the bypass duct and humidistat of a whole house humidifier
The intake duct comes from the heated air supply -- so basically the closest place you can get it before any of your zones (to ensure it is getting air anytime the furnace is on, regardless of zone).

The humidistat can go anywhere it's able to sense humidity, though many have a probe designed to stick into the airflow of a duct. If duct-mounted, the normal place is to put it in the return vent before the humidifier: this gives a good overall sense of humidity levels in the house. For the most part, the house will mostly be at a uniform humidity level, but temperature can affect humidity so if there are rooms/areas of significantly different temperature they might have a different level.

Here's my setup, for reference:



I used a piece of 5" semi-rigid flex duct and a couple of adjustable elbows.

Initially I was using the humidistat shown here, but I've since switched to having it controlled by my thermostat, which automatically adjusts the humidity based on outdoor temperature to keep it as high as possible without getting condensation on the windows. 



Also, if it came with a saddle valve, do yourself a favor and throw that in the trash. You'll have to turn the water on and off a couple times a season and saddle valves fail (by leaking and/or not shutting off) after a half dozen or so cycles. Buy a decent brass quarter-turn valve with a compression fitting sized for whatever supply tube you're using.