All derived files are always in the same directory as the source files, you can not select another directory

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The menu function “Project / Clean Project folder” lets you delete ( generated ) project files. The default setting of “Clean Project Folder” does however not remove the following file types: *.mcl, *.ini, *.brk, *.bmk, *.dic, *.hex, *.log. You should check these project files if you want to delete them. Leave other files alone, they are really project files.
So my suggestion: To clean all targets, execute the menu item “Project / Clean Project Folder”. Let the IDE delete the following filetypes: *.asm, *.asm.ini, *.brk, *.c.ini, *.cfg, *.cp, *.dbg, *.dct, *.dlt, *.hex, *.log, *.lst, *.mcl, *.mcp51_callertable.txt, *.user.dic.
Even then, just the calling the IDE and the (automatic) loading a project, causes the generation of files of filetypes *.bmk, *.brk, *.c.ini, *.cfg, *.dct, which must be deleted manually or better by a batch file.