The archive file is to be written where you want it to be based on your customizing.
You may find it then with transaction AL11
OSS note 35992 - File name/directory for application archiving
explains how to define it.
it is already depending on your system (Unix based or windows) how a path has to be written, I mean with slash (unix) or with backslash (windows).
e.g. /usr/sap/<SYSID>/<CLIENT>/<FILENAME>
or \usr\sap\<SYSID>\<CLIENT>\<FILENAME>
