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.