The desktop folder is in "C:\Users\Your-Windows-Profile-Name\Desktop" or "%userprofile%\Desktop".
Please read this post for an explanation of the files which the collection app gathers:
Sysnative BSOD Dump + File Collection App [Detailed] Output Explained
The Sysnative BSOD Dump + System File Collection App
does not get installed (it is a stand-alone EXE) nor does it make
any changes to the registry. It only creates the
SysnativeFileCollectionApp output folder + a zipped version, one of which is located in the %localappdata% directory and the latter being the
Desktop folder. The former will be automatically deleted once the app has successfully finished.
You can delete them at any time, but we suggest that you wait until our work together is completed before doing so.
If you have any questions or run into any problems with the app, please post
IN YOUR THREAD about such issues/with the questions. We, of course, are happy to answer any questions that you have or to address any concerns.
This app (including former versions of it) has been downloaded and executed in excess of one million times since the original version was conceived and released in early 2008 and is completely safe.
The app is now
digitally signed by Sysnative Forums Software, Ltd. This is only applicable to version 4.6.1 at the moment.
This app has many other troubleshooting capabilities than just to solve BSODs, so you may see a staff member requesting an OP to run it even though the OP is not experiencing any BSODs.