That code uses a fixed path - it always saves under the "D:\Data Save\" folder, but includes the data from your textbox as part of the file name.
Which means that if textbox contains "E:\MyFolder", the final path string you try to use will be something like this:
D:\Data Save\10082023_070135_LineE:\MyFolder.csv
If you want the folder location to be in the textbox, then you need to replace the folder part with the textbox content:
Dim pathToFile as String = Form1.LineTxt.Text + DateTime.Now.ToString("ddMMyyyy_hhmmss") & "_Line.csv"
Using sw As StreamWriter = File.CreateText(pathToFile)
Or better:
Dim pathToFile as String = Path.Combine(Form1.LineTxt.Text, DateTime.Now.ToString("ddMMyyyy_hhmmss") & "_Line.csv"
Using sw As StreamWriter = File.CreateText(pathToFile)
Because it adds "/" separators as needed.
BTW: it's a much better idea to use ISO date format:
... DateTime.Now.ToString("yyyyMMdd_hhmmss") ...
as the resulting file names are easily sorted into ascending or descending order (and there is less confusion if teh system is set to US date format).