Actually, they're just kind of floating around the city. They're the same rune as the one Lancer used to find Rin in UBW, so she's got them on little rocks that are sliding around. It's just in her case, she's configured them not towards a person or place, but just to large prana signatures in general. So, if Servants start fighting, the runes will probably pick up on it and lead Lancer to the location of the battle.

Also, sorry for not posting in the past couple days. Work has been hell. I'll try to get a post in this evening.