I am creating a ERC20 token, I want to know where will all of the tokens be stored. Are they all store in the address that deployed the contract?
Depends on what your contract looks like. Usually it's the creator of the contract's address
Actually, the tokens are never explicitly 'stored' anywhere. They only ever exist in the balance mapping of your ERC20 token contract.
Typically the creator of the contract is assigned to own all the tokens, but this depends on the implementation. It would also be totally fine to only 'create' the tokens when they are first time transferred to someone, for example.