This is something I don't get, totally new to Linux, so bear with me.
Do you accept the licence? Yes(Y)/No(N) [N]
> y
Where do you want to install Sophos Anti-Virus? [/opt/sophos-av]
Where indeed, don't have a clue, didn't take, so can someone tell me where to store the install please.
Right, I 1st installed 14.04, then upgraded to 14.10 lts, and then 15.04. guess this doesn't matter. At least that's what I think, not a comp wise.
In general third party software should be installed in /opt/ inside a directory named after the software you install.
The [/opt/sophos-av] next to the question is the default suggested by the installer so all you need to do is press enter.
If you need more knowledge about how Ubuntu (or Linux in general) lays out the directories and how they should be used see How to understand the Ubuntu file system layout? We follow the Filesystem Hierarchy Standard
