Is it possible to change the place, where TexStudio (I use last version of TEXStudio) on Windows 8) puts generated PDF file? By default all files (.tex and related .pdf, .aux etc.) are in the same folder. I would like to make a separate folder for PDf's, and make all PDF's be stored in it.
As stated in the comments above, TXS has no direct control on the placements of the PDF. That is determined by pdflatex and its options (which vary depending on the TeX distribution you use).
However, you can create a user command at
Options -> Build
Command name (copypdf) and display name ('Copy PDF') are separated by a colon. The call executes a windows shell (cmd) and runs the copy command within (Linux and OSX users would have to adapt this to their shell respectively).
As a result, you'll have a new menu entry
Tools -> User -> Copy PDF.
You can run it any time you like (and also assign a shortcut to it in the options). But you'll probably want an automatic solution and not care about copying the pdf at all. To do so, just extend the command of the default compiler in the following way (Note: You need to have the advanced options switched on - checkbox in bottom left corner):
This calls the internal copypdf commad, which we've just definded above, after every pdflatex run. Of course, you can replace the simple copy operation by a shell script if you need additional logic (e.g. determine the target dir depending on the source dir).
No need to copy the output PDF file since in MiKTeX manual under PDFLatex options, you can specify the output directory of your PDF file (by specifying the option
--output-directory) in addition to your auxiliary files (through the option
--aux-directory) if you wish.
You may follow this answer steps to know where you can input these options.