I would like to change the save location for the data that I downloaded and initially set, but I don't know how.
Apologies, but it is not possible for me to understand your question.
Can you expand it to have more details? Add screenshots if relevant.
What is the path that you want to change?
I want to initialize Brainstorm. Is that possible?
Check the installation instructions:
https://neuroimage.usc.edu/brainstorm/Installation
And the Get started tutorials to start using Brainstorm
https://neuroimage.usc.edu/brainstorm/Tutorials