No worries. Thanks for getting back to me.
On the Desktop app, you can set your local path for saving files under the Synchronization option. Look for Synchronization Target and set it to File System if you want to save locally. Just set the path to wherever you are wanting to save.
Now, if you ever decide to use a mobile phone or tablet with it, under that menu, you can set it to sync to One drive, DropBox and even some custom ones if you’re willing to mess with WebDAV.