Hi!
Thonny is supposed to open the file dialogs in its current directory. On first run the current directory is the user's home directory. The current directory can be changed by going into another directory in Thonny's file browser (View => Files => double-click a directory or click an ancestor directory in the header of the pane) or by running a script from another directory. The file browser is supposed to always reflect the current directory.
Adam, if at your lab the C:\ is not users' home directory but Thonny still offers this on the first run, then please report an issue at GitHub.
Best regards,
Aivar