Whenever working with a "new" program, I'd pay attention to what it does with "new" files. The default locations for saving, for example, image files, may not be where you want your files to go, as you've seen. You can typically change the location "default", either in Preferences, or in "run-time", but you have to keep your eyes open to "catch" these things, as you see.
At least the window you are showing points to the location, images being stored in the "rtuomala" parent directory, and then in an obscure sub-directory. You can decide on your own directory structure, move your images, and then set your software to behave accordingly.