This option offers you to copy all the recovered files form the top right pane of the window to the desired location. To recover all the file follow these steps:
Right click the button, then popup menu appears as in the following screen
Choose save file.
or click next button at the bottom of the above window to save the recovered file, then the following screen appears:
Choose the desired or safe location and click OK button to copy all the files from the top right pane.