What formats are you converting between? The answer may differ slightly depending on whether you are reading file based or folder based datasets

3ds to collada

This will probably help: https://knowledge.safe.com/questions/29907/write-the-result-on-the-same-folder-as-the-input.html

What you need to do is find the source directory (it is stored as an "FME Attribute" called "fme_dataset"). Then you use that in a fanout on the output. I'm not totally sure about collada. You may follow the instructions there to set the feature type name; otherwise it might need a fanout on the writer (look for the fanout setting in the Navigator window)