Hey Alex!
When running the launcher for the first time, it should create a path automatically (Internal Storage/Documents).
Have you given the launcher all the necessary permissions?
It has permissions for files, music, fotos and videos. Everything except notifications.
I'd recommend deleting the folder you've made and trying a fresh installation again (if you haven't tried already).
If it creates the folder, follow these steps
https://rift.ink/3PADL3p
It worked, thanks.