%programfiles%\QGIS Dufour\apps\Python27\Lib\site-packages

Alternatively you could copy the package files to %programfiles%\QGIS Dufour\apps\Python27\Lib\site-packages (change appropriately for your QGIS version). That way PYTHONPATH can stay unmodified, however updating to a newer version of QGIS may delete the package, plus you'd have to repeat this several times in case you wanted to use several, parallel QGIS installations.