I asked my father . He replied : Under the sofa -.-
Darkness is nothing, it is not a physical entity. Darkness is what you have when there are no/very less photons, and thus you can't see anything. When you light a lamp, the photons from the lamp bounce all over the room, and hence the darkness "disappears", so to speak. Absence of light doesn't exist when there is presence of light.
I'm not sure if this is worth an answer but anyway-
darkness is not a physical entity in itself. It is simply where light isn't. As it is not an entity, it doed not have to go anywhere when you turn on a light, it just seizes to exist as light enters the place where beforehand it wasn't.