Without an extension that lets you move outside the game's sandbox, you cannot save files to any place EXCEPT the working directory. That's it. That is the only location the GM will allow data to be saved. GM's sandbox rule provides an exception only on the windows platform, and only in the form of the standard windows save/load dialog box.
If you want to save/load files from any other location, you're going to have to use an extension with functions that lets GM step out of its sandbox.