A family of Microsoft word processing software products for creating web, email, and print documents.
In Word, have you tried File > Save As > Browse (or the keyboard shortcut F12 which on some keyboards must be replaced with Fn+F12)?
By default, if you Save As from an existing document, Word will suggest the same location as the original document.
You can set Word to save locally by default, if you prefer to store documents on the computer's drive. At File > Options > Save, select "Save to Computer by default" and specify a "Default local file location."