Hi Marcel,
If you are referring to an MT4 export, the files are automatically written to the designated ‘MT4 Data folder’ which should be shown in the Tickstory settings (make sure you have selected an MT4 Installation folder and the data folder should automatically be detected).
If you are referring to a file export, specify the absolute pathname when exporting (for eg. C:Exports{Symbol}.csv) and the data file(s) will reside in the named directory.
Hope this helps.