I have created a DHTML menu which follow silverstripe DB content.
For the integration I have implemented 1 new class called Dhtmlmenu.php in mysite/code as extends of Page class .
I can use the new page type Dhtmlmenu in the administration of Silverstripe.
However i am not able to locate where my template ss page should be located.
I am using a customized theme. where should I put the template SS file to use my new class ?
like inheritance of classes the templates are inherited. As lang as you have not created an own template for your new class Dhtmlmenu it will use the template of the Page class which is themes/[themename]/templates/Page.ss.
Read the chapter Templates, I would recommend to study the whole tutorial before starting with SS.