Open project. Left managment panel > item "Projects" > left menu > choose project in dropdown list under "Active project" heading > "Build & run" heading > item "Build" > right panel > "General" section > uncheck "Shadow build" option to use current project directory for build as in most IDE are default, or check "Shadow build" option and set custom build directory in value of field "Build directory".
Also go to: Main menu > "Tools" item > "Options" item > left menu > "Build & run" item > "General" tab > "Project directory" group > shoose "Current directory" radio button to use project directory, or shoose "Direcotry" and set custom build directory.
Go to: Main menu > Tools > Options > Build & Run > General > enter the desired projects directory location in the provided text box, or use "Browse" button to locate it.
Go to the projects tab and look in "build and run" for run tab in the kit you are using. You will see the option there under "run".