Where do I go to redeem my penny?
Cecil Adams on Why do grocery store coupons say “cash value 1/20 of a cent”?.
Which answers the why, but does not answer the OP’s question of where to collect.
My guess? The customer service desk. The clerk behind the counter would probably give you a couple pennies for your coupons just to get rid of you, even if that’s not the ‘official’ way to do it.