When you create a file path control, by default it expects the user to select an existing file. If you want to use this control to create the file you need to modify the selection mode by following these steps:
1. Right-click on the front panel object and select Browse Options...
2. Once you are able to see the Path Properties window go to the Selection Mode pane and select one of the following options: New or New or existing. The properties window should look similar to this:
3. Click OK and click on the folder icon to browse to the expected path and specify the file name.