How to save a file to a specific directory in python?

Or if in Linux, try:

# To save to an absolute path.
r = requests.get(url)  
with open('/path/I/want/to/save/file/to/file_name.pdf', 'wb') as f:
    f.write(r.content)


# To save to a relative path.
r = requests.get(url)  
with open('folder1/folder2/file_name.pdf', 'wb') as f:
    f.write(r.content)

See open() function docs for more details.