File generation on local

@Saurabh Suman You can try using LocalFS destination to create the file in local machine. (i.e, on the machine where your SDC is running)

Please refer the documentation: https://docs.streamsets.com/portal/datacollector/latest/help/datacollector/UserGuide/Destinations/LocalFS.html#concept_zvc_bv5_1r

If LocalFS is not helpful you can refer the SFTP/FTP/FTPS Client destination in above documentation. 

Let us know if you have any queries.