Saved flight, flightplans and screen captures are all stored within your 'My Documents' folder.
You can move the location of your 'My Documents' folder
How to Change the Default Location of the My Documents Folder-Microsoft article.
In short, on your desktop, right click on the My Documents folder and on the Target tab click on Move.
Note: if you have saved a 'custom' default flight you'll get an error message the first time you start FSX (Can't find default flight, loading.......). Don't worry about it, you just have to select the flight from your saved flights and save it as default again.
Dave
At that time [1909] the chief engineer was almost always the chief test pilot as well. That had the fortunate result of eliminating poor engineering early in aviation.