I created the following directories:
E:\DataServicesFiles\Transport -> Directory where the data files will be copied.
E:\DataServicesFiles\Abap -> Directory where the ABAP Programs will be generated.
So, the parameters:
Data Transfred method : FTP
Working directory on Sap server : /interfaces/bodi
Application path to the SAP directory : E:\DataServicesFiles\Transport
Generated ABAP directory : E:\DataServicesFiles\Abap
You need a FTP User and Password to transfers the data files.