Compared to the UDR File Editor in the Desktop Launcher, you cannot select the destination directory to which you want to export the selected UDR. The CSV file is saved to your local disk.
To open the UDR File Editor, click the button in the upper left part of the Desktop window, and then select from the menu.
Saving in the UDR File Editor
To export a UDR, select the UDR(s) that you want to export, and select Export from the toolbar.
In the Save File dialog that is displayed, enter a name for the CSV file that you want to export and select Save.
The CSV file is created and stored on your local disk.
For further information, see UDR File Editor, but note that the chapter is written based on when you are using the regular Desktop.