Defaultly all received file will be saved into "Received" subdirectory under your KoalaTerm directory (the directory where mkt.exe resides). You can change the directory settings within "File Transfer" page of "KoalaTerm Settings" dialog. The file name will be the same as on host system.
You can also disable the "Automatically Receive" option in the settings page. When disabled, you will have to use "Receive ZModem" menu item from "Transfer" menu to start receiving.
Example: At host command line, you type:
sz myfile
KoalaTerm will automatically receive the content of "myfile" and save "myfile" into "Received" subdirectory.
NOTE: KoalaTerm ZModem transfer requires 8-bit communication. If you are using modem or serial port, make sure you are using 8-bit data length.
In case that your ZModem receiving program doesn't happen to be rz, you can change the "Initial String" in "File Transfer" page of "KoalaTerm Settings" dialog. You can tell KoalaTerm how your host ZModem receiving program can be started. Or, if you prefer, you can manually start your program, then select "Send ZModem" menu item, and go ahead.