Mostly in the intestine but it depends very significantly on the species exactly where it is absorbded.
They are fat soluble vitamins meaning that they are absorbed into your fat,
In terms of how your body deals with it, alcohol is basically sugar. It's not absorbed into body fat really, but it is easily converted into body fat.
It keeps some mammals warm and even humans (who are mammals). That is why many six year old kids are fat.
Fats are absorbed in the small intestine, along with carbohydrates and proteins.
lacteals
They are fat and taste good :)
blubber
As with all mammals, as fat.
Most mammals cope with cold weather with a layer of fat or their fur.
A D E and K vitamins are fat soluble. they're absorbed with fat
Peyer's patches
fat soluble vitamins are stored in our fat tissues and water soluble vitamins are soluble in water.