Depends which channel is being used and which type of app.
Win32 apps via Intune Management Extension Agent are cached here:
C:\Program Files (x86)\Microsoft Intune Management Extension\Content
Windows LOB apps (single MSI) pushed via MDM channel like the Intune Management Extension Agent itself are cached here during install and then deleted:
Check the log @ C:\ProgramData\Microsoft\IntuneManagementExtension\Logs\ for more information or;