Belle Nuit Relation runs in a sandbox.
You can only read and write files which are in the same folder as the document.
While you can run the program of a new document, it makes only sense if you are working with data that you create ad hoc. As soon as you want to access files, you will have to save the relation file.
This said, when you use the write instruction, Relation will not prevent you to overwrite a file that exists already in the sandbox, even if it is a source file. So you still need to care how you name your files.
Relation will ask you however, when you save a .rel fil or you export a .html file.