You can set a default download location on your desktop app. If you use the web app, your browser has its own way of handling download locations. Please check the corresponding setting in your browser.
Click the gear icon on the top right of Front and into the Personal settings tab. Select Preferences.
Search for the Download location preference.
Click Change. A window will appear. Navigate to your desired download location and click Open.
Desktop app only: To prompt a custom save path for just this one time, hold down Shift and click on the download icon.