Issue
You want to save a scene (a .scn file) to a folder that is not part of project. For example, you may want to save a copy of scene to a temporary working folder where a batch processing job can pick up the scene, and you don’t want to have to create a Softimage project.
Solution
Softimage scenes must be saved to a valid project location.

A valid project location is any folder that contains a system folder, with a dsprojectinfo file in that folder.

To create a minimal project location, you can simply copy the system folder from an existing project. You can then save the scene in that location (you don’t even have to create a Scenes subfolder).