In most of the cases よく should be put just before the verb:
コリアンレストランへよく行く。 I often go to the corean restaurant.
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It sounds better.
And when the verb is built with a noun, just before this noun:
日本語をよく勉強します。 I often study Japanese.
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But you can also put よく at the beginning of the sentence:
新聞をよく読みます。 I often read the newspaper.
よく新聞を読みます。 I often read the newspaper.
Here both are correct.
And sometimes you can find よく elsewhere in the sentence in order to emphasize a precise element:
子どもたちはよくテレビを見ます。 Children often watch TV.
But here it's correct because Japanese people say it like that. We are almost in the case of a verb built with a noun because the expression テレビを見る is so frequent that it has become almost undivisible. For the same reason, Japanese people will say:
このごろ、よく夢を見るんです。 These days, I often dream.
Indeed, 夢を見る has become a very usual expression.
In some sentences, placing よく anywhere will sound strange. If you don't know where to put よく, I recommend you to put it just before the verb.