To put it in simple terms. %programdata% is read only for users for decades.
It is stated that it does not require elevated privileges - what only means a admin can write to it without extra dialouge.
You can use your installer to create a folder with permissions if you realy need this.

The file should end up in some roaming folder. I'm no expert in this folders (It's Redmond idiotic - one can write or not). But simply give it a unique name and search your whole comp for the file.
There should be some environment variable or a reg key that gives you the path to the roaming (don't trust hard coded here). Google will be your friend.