Theoretically, where to buy insurance is your freedom. But if you borrow money to buy a car, there may be some restrictive clauses in the contract that make you lose your choice, and some dealers will deliberately add similar clauses. You'd better ask before buying a car

If you go out to buy it yourself, just go to the property insurance company to buy insurance.

Further reading: How to buy insurance, which is good, and teach you how to avoid these "pits" of insurance.