Dat File Location

So i found this script on the internet

StreamWriter writer = new StreamWriter("MyFile.dat");
writer.WriteLine("Hello");
writer.WriteLine("World");

I modified it to my script and added the using system.io; but where does it write to? I have the script running with no errors but i dont 100% know if it works because i can see where it saves to on a persons computer, i wanted to be able to choose the directory but if i cant well, that kind of sucks. Id imagine it being possible to choose but i dont 100% know yet.

READ BELOW AT THE COMMENTS

EDIT
I posted an answer on a different post telling them to go to here so this is an example i use this in…

using UnityEngine;
using System.Collections;
using System.IO;
public class CharacterSelection : MonoBehaviour {

    public string CharacterName = "No Character Created!";
    public string psi;
    public string PVPTeam;
    public string Level;
    public string gold;
    public string EXP;
    public string LvlUP;
    public string angel;
    public string demon;

    public string button001;

    public int SelectCharacters = 1;
    public int CreateCharacters = 0;
	// Use this for initialization
	void Start () {
        PlayerController pc = (PlayerController)GetComponent("PlayerController");

        CharacterName = pc.Name;
        Level = pc.Level.ToString();
        PVPTeam = pc.PVPTEAM;
        psi = pc.PSI;
        gold = pc.Gold.ToString();
        EXP = pc.EXP.ToString();
        LvlUP = pc.LvlUP.ToString();
        angel = pc.isAngel.ToString();
        demon = pc.isDemon.ToString();

	}
	
	// Update is called once per frame
	void Update () {
        PlayerController pc = (PlayerController)GetComponent("PlayerController");

        if (SelectCharacters == 1)
        {
            button001 = "Create Character";
        }
        else
        {
            button001 = "Cancel";
        }
        ReadData();
        WriteData();
        
	}

    void OnGUI()
    {
        Select();
        Create();

        if (GUI.Button(new Rect(Screen.width - 200, Screen.height - 50, 150, 25), button001))
        {
            if (button001 == "Create Character")
            {
                SelectCharacters = 0;
                CreateCharacters = 1;
            }
            else
            {
                SelectCharacters = 1;
                CreateCharacters = 0;
            }
        }
        
    }

    public void Select()
    {
        if (SelectCharacters == 1)
        {
            GUI.Button(new Rect(10, 100, 10, 10), "<");
            GUI.Button(new Rect(250, 100, 10, 10), ">");
            if (GUI.Button(new Rect(30, 100, 200, 25), CharacterName))
            {

            }
        }
    }
    public void Create()
    {
        Login l = (Login)GetComponent("Login");

        if (CreateCharacters == 1)
        {
            GUI.Label(new Rect(10, 10, 200, 25), "Name: ");
            CharacterName = GUI.TextField(new Rect(50, 10, 125, 25), CharacterName);
            if (GUI.Button(new Rect(10, 40, 200, 25), "Create Character"))
            {
                StreamWriter writer = new StreamWriter(Application.dataPath + "Users/" + l.username + CharacterName + ".dat");
                writer.WriteLine(CharacterName);

                SelectCharacters = 1;
                CreateCharacters = 0;
            }
        }
    }

    public void ReadData()
    {
        PlayerController pc = (PlayerController)GetComponent("PlayerController");
        Login l = (Login)GetComponent("Login");

        StreamReader reader = new StreamReader(Application.dataPath + "Users/" + l.username + CharacterName + ".dat");
            string strAllFile = reader.ReadToEnd().Replace("

“, "
“).Replace(”
\r”, "
");
string arrLines = strAllFile.Split(new char { ’
’ });
CharacterName = arrLines[0];
Level = arrLines[1];
EXP = arrLines[2];
gold = arrLines[3];
LvlUP = arrLines[4];
psi = arrLines[5];
PVPTeam = arrLines[6];
angel = arrLines[7];
demon = arrLines[8];
}

    public void WriteData()
    {
        PlayerController pc = (PlayerController)GetComponent("PlayerController");
        Login l = (Login)GetComponent("Login");

        StreamWriter writer = new StreamWriter(Application.dataPath + "Users/" + l.username + CharacterName + ".dat");
            writer.WriteLine(pc.Name);
            writer.WriteLine(pc.Level);
            writer.WriteLine(pc.EXP);
            writer.WriteLine(pc.Gold);
            writer.WriteLine(pc.LvlUP);
            writer.WriteLine(pc.PSI);
            writer.WriteLine(pc.PVPTEAM);
            writer.WriteLine(pc.isAngel);
            writer.WriteLine(pc.isDemon);

    }
}

http://unity3d.com/support/documentation/ScriptReference/Application-dataPath.html