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Gone are the days of choosing a location on the hard drive and saving/loading.  UWP adopts a more phone or tablet-like approach where the user must give permissions before an app can conduct specific kinds of actions – including looking at specific folders, even in a desktop application.

With UWP, you now have StorageFolders.  There is a decent amount of documentation directly from Microsoft on the subject:

In short, a developer can only touch files that:

  • AppData location.
  • Are given capabilities in the manifest file – for example, music, videos, etc.
  • Are declared as allowed extensions in the manifest file.
  • Have been previously selected by a user from a FileOpenPicker or FolderOpenPicker

Of particular interest, the ability to write to the “My Documents” folder is completely gone – and it looks like it was a somewhat recent change.