It is generally recommended to have both the structure file and data file running from local machine. Running the database application from the local machine is best for speed and reliability. If the data file is stored elsewhere and running from an external location such as directly attached storage drive or network drive, external factors can be introduced. Not only can this impact performance, but the introduction of connection interruption and byte drops can result in data loss. External drives are useful for sharing files and storing backups, but may not be designed to run a database and handle a high number of small operations.
When using network and other connected drives, It it recommended to drag a copy of the application and it's data file onto the local machine before launching.