Where is the best place to set the sensor in each room of my home?

This would be dependent on your own preferences for your home. Typically you'd want to place these in rooms that might stay warmer or cooler then the location of the Nest Thermostat. Details on proper placement within these rooms can be found here: https://nest.com/support/article/How-to-set-up-the-Nest-Temperature-Sensor#place-mount