Path information is typically not included in the filename of an email attachment. (You can check this by adding file attachments in Outlook and then verifying that the path was not included in the received email.)
When Chilkat Mail reads an email, it does not automatically save attachments to disk. The attachments are immediately available in-memory, and if you so desire, your application can save them to disk by calling SaveAllAttachments or SaveAttachedFile(index).