The current save destination is shown on the Location button in the Save dialog box. To change to another location, press the Location button and select where to save the file. Double-tap a folder to open it.
File Save Location
Files can also be saved to an external storage drive like a USB removable disk. Double-tap Drive: in the Location directory path to open the dialog below, then select the removable disk and press Enter. Select or create any subfolders as needed.
Once the destination folder is selected, press the Set Location button.