Under the Run Menu bullet the line:
"Output EXE to Source Folder"
and your exe's will go into same folder as the bas (source) file.
Oh, Welcome to the forum, that question comes up allot!
PS I am so use to the IDE navigation system I forget what it's like for people first using it. You have to make the folders first before Save As or Open to them, I use Windows File Explorer for making folders and file deletion or copy... also if I click a .bas file it loads up into the QB64 IDE.