What's nice is that there is a predefined String array called '_wb_userfiles_dir(1)' that you can use to put the file in the 'user_files' subdirectory of your Workbench project directory such as with the following: Its value is substituted when you enclose it in % signs. Where 'ARG1' may be a parameter you define (from Details view of 'Commands (APDL)' object).
How are you exporting data with APDL? Are you using *CFOPEN to open a file for writing? If so, APDL has a feature called 'forced substitution', where you can force a parameter to be evaluated for a name of a file, such as
