As far as I know they can only place them in their palace. Luckily their palace has four slots for any type of great work.
Still I think most of the time you only use the apostles to spread whatever religion is most beneficial to you, disregarding the apostle promotions.
That's how I would use the free apostles as well, barring any Chaplain for domination or Martyr for the relic.
Speaking of relics, this mechanic for Kongo is kind of anti.synergistic as well.
Usually you will be lacking great work slots for two particular types of great works - relics and great works of music.
Slotting the great works of music is already rather difficult when going for a cultural victory as any civ, as you usually get your first Great Musicians long before you get any Broadcast Towers (which are the first reliable slots for this great work type, not counting Boilshoi Theatre or the Giovanni de Medici's bank slots).
This means you usually have to fill up the palace immediately, as they are the only remaining place to slot music.
And since Kongo gets an additional 50% increase in the rate of picking up Great Musicians... yeah, no, you're gonna be lacking hard on slots to have much space for relics as well.
There's also the issue of relics losing value the longer the game goes on, which is somewhat anti-synergistic.
Anyone who's ever picked up a random turn 5 relic from a hut knows how broken that is for Kongo, whereas a turn 120 relic (extra +2 food, +2 production, +4 gold) is very inconsequential, especially considering all the work (and luck) you need to have to get them in the first place.