How do I use FileSystemObject to create a file on the client?

You don't. You can't use ASP to read, write, copy, move or delete files on the client's machine. ASP runs on the server; what you need to handle this is a client-side technology, such as an ActiveX control or a signed Java applet. 
 
If you want to get a file from the client's system to your server, you must ask them to upload it (see Article #2189). And no, you can NOT pre-populate or otherwise programmatically interfere with the <input type=file> element. 
 
If you want to get a file from the server to the client's system, you must ask them to download it (see Article #2161). And no, you can NOT force the location -- or even the filename -- that the user will save with.