Go to the saved items overlay through the main menu (☰ → Saved Items):
Find the item, hover it, and the click the folder icon:
Once you set the default parent category/project this way, each time you load the item it will be loaded into the specified category/project.
If you wish to load it in another place, you can do so either using the "Load" button, or by opening that category/project and loading the item there by typing "Load" in the input field.
