It is possible to save output files (e.g. PDF files) on remote servers via remote clients. If you want to do that, then you simply need to first insert the workflow component: Remote output location and then generate and save the output file in the normal manner e.g. with the components Create PDF file or To filesystem.
In the Remote output location you refer to a remote server via the location ID of the remote client and the output path set in the output components refer to the path on the remote server, where the remote client is running.