When you add a new download task in "New Download Task" window choose the destination path - the folder on your PC to store the downloaded file in.
You may set a tags folder in "Folders" tab (Preferences). Alternatively, right-click the tag in Tag list and choose "Set folder" item.
If a tag (-s) is not assigned to a file, then a file is saved to a default folder. Change a default folder in "Folders" tab in Preferences in Main menu.
Note: Read how to assign tags in this section.