The export location in the SQL DataTool is the location on which exports from the SQL DataTool are stored. In the SQL DataTool it is possible to export differnt types of data (see the Exports heading in the manual).
To change the export location of the SQL DataTool exports, use the General tab in the configuration screen.
You can either copy and paste a location from your explorer address bar, use the 'Browse' button, or reset the location to desktop by using that button.
If you changed anything on the general tab, save your changes by clicking the 'Save' button.