By default, the current directory will always be the installation directory when the program is started. In order to change this, edit the tftpd32.ini file located in the installation directory.
The line that needs to be changed is
BaseDirectory=.
The dot in this line should be replaced with the desired TFTP root directory. For example, if you want this to be C:\Users\Admin\tftp, the line should be changed to
BaseDirectory=C:\Users\Admin\tftp