Check Job Details Out
After executing a job where File Location is OnClient, the file will not be written to the client instantly, but you will find the rows under the Detail tab of window Execute Job.
Now, you can use OutputChannel to write your file.
Use Properties from the context menu to hide all columns except File string before you start OutputChannel.
Note: OutputChannel will put a column header to your file, you may want to remove this before saving the file.