I'm pretty new to FM myself but I've implemented the following for my file exports on FM server. From memory FM server only wants to put files in the document location:
path: "filewin:" & Get(DocumentsPath) & "yourfilename"
In server scripts you can only use the "Documents" folder, and it's located in the Filemaker server folder itself.
e.g. C:/Program Files/Filemaker Server/Data/Documents
... unless something has changed in server v14? I haven't checked in this regard.