everyone need to change location of :
1) system data types directory - "Tools>preferences>Data Modeler>Default system types directory"
2)log file - "Tools>preferences>Environment>Log>Save logs to file" - checked and you need to provide directory there.
It's better to use Data Modeler 3.3 or at least 3.1.4 (the last one of of 3.1.x series)
Yes, that was it! Thank you for the answer.