It is possible. Show Custom Dialog can be used to ask permission with Get ( Lastmessagechoice ) used in an If step to determine which button in the dialog was clicked.
Get ( DesktopPath ) can return the file path to the desktop of the current computer for the current user account so you can sue that to compute the needed file path to put into a $Path variable. Save a Copy As can then use that $Path variable to save a copy of a file to the designated location on the desktop.
For more on $Path variables and the script steps that can use them, see: Exploring the use of a $Path Variable in Scripts