This software doesn't appear to be available at all. I've checked the official website, but the domain appears to be expired which makes it impossible for me to test the product. However, in most of the cases, the configuration settings for saving function is found in the Options menu. You have to check the built-in Settings menu to see if you can configure the saving path. Secondly, go to Help > Contents and look for saving options.
Also, you should check the installation directory, because the most of the applications save their content in that folder.