Solution:
When you are assigned a file object, Stat places a copy of that object in one of your pre-defined working directories.
These working directories are defined either by a system administrator in a maintenance table, or you can define them yourself in the User Default Directories tab of the Stat User Options window.
The User Default Directories tab displays a list of the active file types defined in Stat for Oracle Applications environments.
From here you can define your default working directory and a separate working file directory for each file type. Defining a working directory for a file type is optional.
If a file type working directory is not defined, Stat places copies of the migrated file objects in your default working directory.
Refer to the User Guide | Change Management for Oracle Applications | Object Management | Associating Objects with CSRs | Defining Working Directories for File Objects manual.