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Some default DRC scripts appear under Tools>DRC menu
pulldown as options. The default appears to be
and if no other path is asserted, this is where "Save" in the
DRC macro editing / execution window will put new files.
KLayout looks up DRC's and macros in various paths - the default one (you mentioned), technology specific ones, more listed in the "KLAYOUT_PATH" variable, package installations etc.
You can add any other path yourself by using "Add Location" from the right-click context menu. You are asked for a directory. Once you commit this, you will see a new category in the "DRC" tab ("Project your\path"). You can add new scripts are, rename, delete etc.
You can add as many locations as you like. To remove a location, use "Remove location" from the context menu.
I'm using this feature myself to refer to folders I have put under version control (git, svn ...). This way, you can keep track of your DRC or script development.