The doc page here about the precompile utility does not clarify where it puts the compiled class files, so I'll add a little more info for readers here.
As the cfcompile tool's purpose is (by default) to simply precompile CFML templates the same way that CF would, running the tool puts the resulting .class files in the same place that CF would put them when it compiled them itself during normal page execution (assuming you have “save class files” enabled in the CF Admin>Caching page).
In CF9, that location would be Re: Using the cfcompile utility\wwwroot\WEB-INF\cfclasses. In the multiserver form of deployment, that would be Re: Using the cfcompile utility\servers\[instance]\[cfusionear]\[cfusionwar]\WEB-INF\cfclasses.
If anyone would wonder, no, it does not matter whether you have “save class files” enabled in the CF Admin when you try to use the cfcompile tool. It will save files to that cfclasses directory, regardless.
(Also, note that if you had used the -deploy argument for the cfcompile tool, then that WOULD let you name a destination directory for the resulting files. This form of the tool is intended for you to create files that you would take and put on some other server, and they would be sourceless CFM files, not class files.)
Wow, that's odd. The commenting feature here has changed my references at the start of those two folder paths into a link somehow. I did NOT provide any http indicator or anything (as these are OS file paths, not web URLs). I was just trying to show the CF and jrun directory locaitons in a generic way, using brackets to indicate the location (since one can technically put them wherever they want.)
Anyway, the first (before \wwwroot\WEB-INF\cfclasses) should have been an indication of the CF9 directory, which I tried to show as an opening square bracket, the phrase coldfusion9, and a closing square bracket. And the second (before \servers\[instance]\[cfusionear]\[cfusionwar]\WEB-INF\cfclasses) should have been an indication of the jrun directory, which I tried to show with an opening square bracket, the phrase jrun, and a closing square bracket.