Hello Arunava,
SAP B2B Add-On can be installed on central Advanced Adapter Engine (of AEX, PO or PI dual stack) and on non-central Advanced Adapter Engines - generally speaking, to any Adapter Engine which release is compatible with release and SP version of B2B Add-On (refer to a SAP Note 1695522 for compatibility matrix).
When an organization needs to set up Adapter Engine runtime in such a way that it can communicate with external systems locate outside of corporate network perimeter, then most commonly non-central Advanced Adapter Engine is installed in DMZ area, whereas central Integration Server (AEX, PO or PI dual stack) is installed in corporate intranet. It is not really common scenario to install AEX in DMZ in order to achieve described requirement, since you only need runtime to process messages and interact with external systems (which non-central Advanced Adapter Engine offers) and not design and configuration tools which are included on top of Advanced Adapter Engine functionality in AEX.
Regards,
Vadim