Catalog Items file not found in local drive which I have stored through "create new library file"

When I am creating new catalog as new definition out side the dataset workspace

,I am able to find the file when I am going to "select library source file"  but If i search through local drive C

I am not able to find the file which I have created . Is there any solution which  can be found for this ?

I have attached file for your reference.