How do I gunzip to a different destination directory?

Ask gunzip to output to standard output and redirect to a file in that directory:

gunzip -c file.gz > /THERE/file

zcat is a shortcut for gunzip -c.

If you want to gunzip multiple files iterate over all files:

for f in *.gz; do
  STEM=$(basename "${f}" .gz)
  gunzip -c "${f}" > /THERE/"${STEM}"
done

(here basename is used to get the part of the filename without the extension)

If you need to extract a single file and write into a root-owned directory, then use sudo tee:

zcat filename.conf.gz | sudo tee /etc/filename.conf >/dev/null

If the file is coming from a remote source (i.e., ssh, curl https, etc), you can do it like this:

ssh remoteserver cat filename.conf.gz | zcat | sudo tee /etc/filename.conf >/dev/null

(Note that these examples only work for a single file, unlike the example *.gz, which is all gzipped files in the directory.)

You can try with > to redirect the result to the place you want.