Hello.
In transaction FILE you have to define the Logical Path,
Create a Logical file with a physical fine name associated with the logical file.
For more details please refer OSS KBA 566663 - Logical and physical path and file name
753511 - Logical and physical path and file name in transaction LSMW
Also refer useful SAP help link,
Files on the SAP Server - Legacy System Migration Workbench - SAP Library
Best Regards,
R.Brahmankar