Where do the Scheduled Reports get saved to? I specified the file name in the Schedule Manager, but there is no field to define the path to save the file to.
There is a file path filed, once you select the File schedule type ('Save' in some versions). Simply specify the full path under file name as shown in the screen shot below.
Otherwise, the report will be saved in the current folder for the service process, usually in %WinDir%\System32.