In this menu, as you can understand, you can specify where you would like the files to be stored on the Raspberry Pi Zero W security camera. You can either set this path on your SD card mounted in the Raspberry Pi board or set this to an external USB connected HDD/SSD drive. Lastly, keep in mind that you can always set this path according to a disk connected to the network. You can see the options available in this menu section as follows: