There is limited space on drive C:, or other reasons that the agent needs to be installed to a different path.
The Change Auditor agent can be installed to any path on the local server which you specify.
This can be done by copying the Agent MSI to the server and running it manually.
You will be asked for an install path during the install. Alternatively, you can specify the path in the ChangeAuditor client so all agents get deployed to the path specified.
This is done in "View" > " Deployment" > "Advanced Options".