It's good practice to run the deployment pipeline on a different server from the application host(s) so that the deployment instances can be kept private, unlike the public app hosts, and therefore can be better protected from external bad actors. It is also good practice because this separation of concerns means the deployment pipeline survives even if the app servers need to be torn down and reprovisioned.

Of course you will need some kind of agent running on the app servers to be able to receive the files, but that might be as simple as an SSH session for file transfer.