It doesn't as far as I'm aware. Like I said, it just struck me as slightly odd that I couldn't select the target path for the plugin where I've been able to do so for every other plugin I use. I generally make a "custom" folder on my drive where I install all my plugins - makes things more organized in a way - and if I can't select to install a plugin to that specific folder, I tend to wander around the filesystem looking for it. And wandering around the filesystem looking for a file is never ideal.
Anyway, played around with this for a bit. Certainly a fun little tool - I'm happy that there's finally a distortion plugin that makes me feel like Mick Gordon in a single package. Good work! c: