Is that possible that I can install Oracle server and database to different location? How can I do that? I didn't see the place to put the file location for database creation using typical installation.(I can only specify the OracleHome)
Somewhere during the database creation process you are able to specify the paths to the datafiles, datafile sizes etc. I can't remember off hand though how exactly you get to it, sorry :-)
Regardless of that and now that it is installed, you could delete the existing database and create a new one using the DBCA - it's very straightforward. It will be called "Database Configuration Assistant" somewhere on your start menu on a windows machine.