PLN backups are saved on the BIM Server into the same folder normal backups are saved into. You cannot specify the folder for them. You can download them from the BIM Server if you want, though.
Edit:
For example, if I have the BIM Server installed in the following folder:
C:\Program Files\GRAPHISOFT\BIM Server
Shared TW Projects are stored in the following folder:
C:\Program Files\GRAPHISOFT\BIM Server\Server Modules\1700\Projects
And this is on of the folders the backups of one Project are stored:
C:\Program Files\GRAPHISOFT\BIM Server\Server Modules\1700\Projects\EF202662-5E9F-40D3-9230-3601F9527019\Backups
I can see the PLN backups saved for this Project in this folder.
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