After reading the guide on https://github.com/nsf/gocode, I tried the command
go get -u -ldflags -H=windowsgui github.com/nsf/gocode. I don't get any response after this command.
go get won't output anything unless there's an error.
The location for anything you install with the go tools is
$GOPATH depends on your environment.
If you're not sure where it is, run
go env and it will print a list of the environment variables that Go uses, including GOPATH.