Download Recuva to harddrive or to a flashdrive?

I am totally new to this, so please overlook my inexperience with terminology/hardware, etc. I accidentally deleted a Folder from my Recycle Bin containing many important photos. I have looked at several programs and decided to use Piriform. Some of the programs say to download to the harddrive and others say to a flashdrive. I am worried that once I start this recovery procedure, I will get asked a question that I can't answer and get stuck. I don't want to make the situation worse. Would appreciate a little help and assurance. Thanks!

The way Windows works even if you download to the flash drive it will still end up on the hard disk first in the web browser cache/Temporary Internet Files, and then once downloading is complete it will be copied over onto the flash drive.

Just to clarify :-

You deliberately deleted important Photos to the Recycle Bin,

after which you accidentally emptied the bin instead of restoring to original location ?