By default the OST file is created in C Drive: \Users\%username%\AppData\Local\Microsoft\Outlook (For MS Outlook 2010 or Above). For roaming profiles/redirected folders users so they can use Outlook with Exchange on multiple workstations put the OST file in an Outlook folder in Documents.

https://support.microsoft.com/en-us/help/2752583/you-cannot-change-the-location-of-the-offline-outlook-data-file-ost-in

• Copy the existing .ost file to the new location that you want to use. If you want to create a new .ost file isntead, you can skip this step.
• Open Control Panel. Open the Mail applet.
• Click Show Profiles → Add
• Add the Exchange account using email address and password.
• Stay in the Add Account window after successfully adding.
• Tick the Change account settings box → Next
• Click More Settings…* → Outlook Data file Settings… * Click Browse then browse to the OST file you copied in step one or the location you want the OST in. * Type the name for the new OST file and click Open → Finish

https://www.nucleustechnologies.com/how-to/change-ost-location.html

• Open Control Panel. Open the Mail applet.
• Click the E-mail Accounts tab, and then locate and select your Exchange account.
• Click the Change option, and then clear Use Cached Exchange Mode.
• Go to the More Settings option. Select the Advanced tab, and then click the Offline Folder File Settings option.
• Click the Disable Offline Use option, and then click Yes.
• Once again click the Offline Folder File Settings option.
• Click the Browse button to set the OST file location. Click the OK button.
• Click Yes to apply actions.
• In the Cached Exchange Mode Settings field, select Use Cached Exchange Mode.
• Click OK → Next → Finish.