In web applications such as Mendix, it is only possible to offer a file for download to a user. The user must download the file and decide where to put it. The Mendix server where java is running, will never be aware of a directory on a local file system of a users client.
Alternative solutions would be to ftp is to a share that the user has access to, or send it to a onedrive share or sharepoint for example.
If you have hosted your application in Mendix cloud, your documents will be stored in S3. Alternatively you could use the tmp directory for certain corner cases. Problem is those files will get deleted eventually when you restart.
If you are hosted in your own cloud or on-premise, then if the URL to file storage is known already you could possibly create a java action which could write the file document to that directory, if proper security aspects are taken care.
This is for file storage to external storage.
I do not understand your question: Is there a widget that can give the path to user file directory?
If you are asking for file path where the document is stored, check if the below forum links answers your question