Uninstaller position

Is it necessary to write the uninstaller into the $INSTDIR?
I found it doesn't delete any files or even show an error message
if I write the uninstaller to other directories.

The $INSTDIR that the uninstaller reports is the directory it is in. So, if you don't put the uninstaller in $INSTDIR you'll to get $INSTDIR yourself or process it out of the uninstaller's $INSTDIR somwhow (if it's in a sub-directory for example).