Can I save the license file in a different directory?:

Yes, to do so use the environment variable

  before CAESES 4.2 : FS_FRAMEWORK_LICENSE

  starting from 4.2 this variable is also possible FS_CAESES_LICENSE

Linux: Use the bash under Linux: export FS_CAESES_LICENSE=/somewhere/mylic.dat

Windows: Set the environment variable under Windows: Go to Control Panel > System > Click the Advanced tab > Under Environment variables, click Settings > Add a new environment variable named FS_CAESES_LICENSE, and set the Variable value entry to your preferred path (.../<somewhere>/mylic.dat)