Staking SOL using Ledger/Solflare

Hello,

I just started stacking my SOL for the first time, using Solflare et Ledger Nano S.
I just got one question: are my SOL suppose to be on my Ledger wallet or my Solflare wallet when stacked ? Cause at the moment I started stacking, it made me send my SOL to my Solflare wallet (still need to plug in my Ledger to move them so it looks secure to me).

Thank you very much for your help.