Upgrade Modules for the Cyclops are crafted at the mini-fabricator in the Cyclops' engine room, Upgrade Modules for the Seamoth and Prawn Suit are crafted at the mini-fabricator in the Vehicle Upgrade Console (formerly referred to as the Vehicle Modification Station), and Upgrade Modules for the Scanner Room are crafted at the mini-fabricator in the Scanner Room.
Note that a few upgrades are compatible with both the Seamoth and the Prawn Suit, and both the Seamoth, Prawn, and Cyclops Depth Modules are themselves upgradeable. In those cases, the base-level module is crafted at the mini-fabricators described above, but then improved individually at the Modification Station (not to be confused with the Vehicle Upgrade Console mentioned above).
Upgrade Modules for the Cyclops can be placed in the upgrade console found in the engine room of the Cyclops. Six Upgrade Modules can be applied at once.
Upgrade Modules to the Seamoth are placed in a panel on the Seamoth's left side. Up to four Upgrade Modules can be applied at once.
Upgrade Modules for the Prawn Suit are placed in a panel on its top left. The Prawn Suit has four slots for Upgrade Modules as well as two purple-colored slots specifically for arm upgrades.
Upgrade Modules to the Scanner Room are placed in a panel inside the Scanner Room. Up to four Scanner Room Upgrade Modules can be applied at once.
Note that placing it in different slots on the Seamoth's panel will result in the access hatch(es) being located in different places on the actual Seamoth.