Ideally you can keep the file any where you wish. Just make sure the file(f) using Vodes class includes this file.
I prefer to keep the vodes_util.php in the same directory as the file using it(f). Then you may write
require_once('vodes_util.php');
to include the file and can use as you wish.
I guess this is a stupid question but where does the vodes_util.php file go?