Below shows the steps to change the local recording options using the Windows Zoom app. 

  1. You have to look under the zoom app settings/preferences
  2. under 'recordings'. 
  3. You can change it there, or 
  4. optionally you could click the box, where it will ask you where to save it after each recording. 


Personally I'd end after step 3 rather than have it pop up after each meeting.