How can I set the file destination? Can I specify where the files should be stored?

Xender provide you with two options to where the file will be stored, Phone Storage (Internal) or SD Card Storage if it’s available on your device. These options can be accessed through Settings > Storage Location > Phone Storage / SD Card Storage.

Move Xender to SD Card (*)
This feature is only available if your device has a SD Card inserted inside. Go to Settings, Manage Apps and choose Xender. You can move Xender to SD Card or from SD Card to your Internal Memory.