There's a lot of possibilities... either just put them in the same folder or have a build folder for the fla and a bin folder for the published swf. or build your swf through an ant task with a swc library so that you don't even need an fla. it depends on your preference... do whichever feels good to you.
General notice: from now on, I would like to ask everyone to put [AS2] or [AS3] (corresponding to the version of actionscript you are using on your project) in front of their post titles when the question is actionscript related! Please help us help you faster. Thank you.