either choose the location yourself in your program, or let the user choose the location. In WinForm application just pop up a dialog to ask the user where to save it, this way you will also inform them that the attachments are being saved.
In console applications there are also possibilities to interact with the user (writing to console a message that an attachment is about to be saved and asking the user for the location to be used, then reading chars from the console.)
However, the task of determining a file system location from user is a normal task and it is out of the reach of what Rebex Secure Mail does. Our product provides a library to work with emails, so it will enable you to save the attachment as you wrote above, but determining the exact location from the user is up to you as a programmer, we do not have any built-in API for this.