Apparently the LockBox installation cannot read this information from Delphi. You can find the settings in Tools->Options.
The path settings are under Environment Options->Delphi Options->Library.
There you find
- Package output directory (= BPL/DLL output path)
BPLs are special DLLs (packages) that are installed in the IDE. They contain the components.
- DCP output directory (DCPs are used with BPLs when they are installed in the IDE).
You can also choose your own directories, as long as the directory is specified in the system PATH environment variable.
The .inc-directory can be left empty in the installation.
The DCU output directory is for saving the DCUs (compiled units) of the package. You can choose this directory yourself. DCP path, I explained above.
I'm not sure about EXE output directory, but maybe it is used to compile the demo applications too.
It is indeed a little vague to say the least. At the end of the installation, you'll find a link to a feedback forum. Maybe you can share your findings there, so they may improve it in the next version.