When Copy Files is selected in the Search Run Results window you are presented with an options dialog to select which files should be copied and where the files should be copied to.
Copy Type
Files can be copied with their folder hierarchy kept in tact or all copied to a single location. If the 'Preserve folder hierarchy' is selected when files are copied their directory structure is also copied, e.g.
If the file C:\Folder\Tree\File.txt on remote computer \\MYCOMPUTER was copied to E:\Copy\Files the copied file would be located at:
E:\Copy\Files\MYCOMPUTER\C\Folder\Tree\File.txt
Otherwise if 'Copy all files to the same folder' is selected the files are all copied to a single folder. If a file of the same name already exists in the folder the file name is appended with a unique number.
Authentication
Since the files are accessed through administrative shares FileLocator Network requires authentication information to access the files.