Not sure if this is what you meant, but if you configure a job to write out to a SMB share somewhere - you can do this remotely. Format would be
\\servername\ShareName\NameOfOutputFile
The catch that some may miss - is it is Windows SMB. You need permissions in TWO areas. (This is a SMB thing, not a SolarWinds thing!)
You must give permissions on the *SHARE* (usually modify and read) AND
You must give permissions on at least the TOP FOLDER of that share! Which is often the folder you marked to share,
To make life a bit easier, you can use the MachineName$ as the "user" in the share and the folder. Works perfectly fine. Else, as mentioned above, you have to run the JobEngine service on a service account, and give that specific account permissions.