When load(lapack) is called, the binary files are put into $HOME/.maxima/binary/binary-$foo/share/lapack/binary-$foo/lapack, where foo is the Lisp type (same thing for all Lisp implementations I tried -- clisp, openmcl, gcl, sbcl).
Current Git source (post-5.31) on Ubuntu 12.04 (precise).
Where should it go? It uses maxima::maxima-objdir to determine where to write the object files.
Fixed by commit be06d51ed (correct binary path in lapack.system).