Ok, not sure what you tried exactly and what you find not working.
First of all, "hardcoded" has been mentioned a few times above but it is more correct to speak of an "absolute" path (instead of a hardcoded path). So use an absolute path, not a relative path. With an absolute path you control where in the file system the file gets created (as opposed to a relative path then the file gets created relative to the directory in which the Simulator process was started).
Also, in your step you should use a property for your absolute path, eg. {{AbsolutePathCSV}} and define that property in your .config file. That way you can do testing/debugging in your workstation using a config file with a local absolute path, while in "production" your config file contains the correct path on your server.
Secondly, the production absolute path needs to be comply to the rules of the operating system of your DevTest server, locally you might run windows, but your "production" simulator might be running on Linux.
Thirdly, I suggest that you make sure that the destination directory on your Simulator host already exists and is first of all accessible by the userId that runs/owns the Simulator process. (Meaning your user should be able to do a "cd" to that directory) Also, in addition to be able to access that directory, that userId also must have the rights to write in that directory.
If the above 3 points are taken care of then you should be able to let your "production" simulator create a CSV file.
Cheers,
Danny