What is pvt.cppan.demo namespace?

'pvt.cppan' is a utility CPPAN account and 'pvt.cppan.demo' contains examples for many projects, but they're not official.

Where does cppan download/generate stuff?

By default, in your user home directory. Like $HOME/.cppan/storage on *nix or %USERPROFILE%/.cppan/storage on Windows.

How to change that directory?

Open $HOME/.cppan/cppan.yml, add storage_dir: your/favourite/dir/for/cppan.