If you access the PDF attachment options (by clicking the options button), you should see the following option:
Path for saving filled PDF file (placeholders allowed)
This option allows you to save files at some particular path on the web server, beginning with wp-content/uploads/. You can even use placeholders in the path, for example, you can use “order-pdfs/{order_number}/”. The file will be saved in wp-content/uploads/order-pdfs/12345/myfile.pdf (where 12345 would be the order number).