Loading files seems to extract them to main hard drive

[Kyojuni]

Hello, I recently made use of AssetStudio and noticed that when I load large files, it looks like a trace remains in my hard drive (C:).
I can't find any information about this, it seems that the software extracts the files on my computer when I asked to load them.
Does anyone know where the files are extracted by default when they are loaded? Because I wasn't expecting this and it filled up my main hard drive, which I didn't want to do in the first place.