You can use the "Output Directory" button in the graphical interface to select an output folder.

Alternatively, you can run the core dcm2niix conversion tool from the command line and specify the output directory:

 dcm2niix -o /output/path /path/to/DICOMs

It is often useful to specify your output filename:

  https://github.com/rordenlab/dcm2niix/bl...

so to specify the series number (%s) and protocol name (%p) you could call

 dcm2niix -f %s_%p -o /output/path /path/to/DICOMs