This feature from MPLAB 8 is not currently supported. MPLAB X has a fixed directory structure within your project directory. Output files are always sent to one of two locations depending on whether you built for debug or built for release
Adding an option for custom output directories is on the list for possible future enhancements.
Production builds always store the hex file in the following subdirectory of your project:
Debug builds always store the hex file in the following subdirectory of your project:
In the above paths, MyProjectName is the name of your project and default is the name of the project configuration.