Yes, because you can modify the configuration file. Click on Build - Select Compiler, after selecting the correct compiler click on button Edit Configuration and click immediately on button Make Configuration Locale. Scroll down to section [Build] and add additional commands Cmdx=. Of course you can also modify the parameters for the linker so it creates the file directly in the directory you want.
I can't help you more detailed because I don't know which configuration you use. The configuration files vary a lot from compiler to compiler.