http://puu.sh/nErYo/14ecc0f4fe.jpg
Here it is
C:\Program Files (x86)\Steam\SteamApps\common\Company of Heroes 2\CoH2\Data\Scenarios\mp\NAME OF YOUR MAP
Inside the folder with the name of your map is where all your files that get compressed into .sga go. There should be 9 files.
The name of your map folder and the actual name of your map half to be the same. No special characters, and no spaces.
The scenarios properties name can be w/e you want though, as that is the name that shows up in the modding hub and in game, it will default to the map name that you saved it under.
As for the .sga file that is made when you export, it should automatically go to this file path.
C:\Users\UserName\Documents\My Games\Company of Heroes 2\mods\scenarios
If you are missing any of the folders simply create it, however it should already be there. You should not have to create any files your self, to get it to work, once it is exported (as long as it is named correctly and in the correct folders) it should work.