Which version have you installed? The documentation's link you used is pretty old. the latest one is v5.3:
Back to your question. To know where a gem has been installed you can ask, gently, to gem itself using the command:
gem contents <name of the gem you're interested>
Hope that this helps.
I wouldn't recommend using 2.2, as it is quite old, and doesn't support either current build tools or current devices.
Most developers don't use the OSX built-in Ruby, instead opting to install one or more Ruby versions using rvm:
rvm also allows you to maintain multiple "gemsets", which I highly recommend. It keeps sets of Gems separate and provides means to easily switch between them. It avoids all sorts of nasty compatibility issues when you try to install all the Gems you might use for different purposes all in the default Ruby.
I create a different GemSet for each version of Rhodes. (As sometimes I need to switch to an older version to support existing projects that aren't quite up-to-date with the latest Rhodes.)
You'll find some information about rvm and Gemsets in the online RhoMobile Suite documentation.