While
working with InfoPath 2013 and SharePoint 2013 on a Windows 2012 platform, I
came across an issue where I was not able to convert the InfoPath data
connections into UDCX files. I was getting the error below:
The specified location does not exist or could not be opened. Choose a data connection library on a server running Microsoft SharePoint Server and specify a valid filename.
After
some read through, I found out that for this to be able to work, I would need a
Windows feature installed on the server. This feature is Desktop Experience. Once I enabled this from the Server Manager,
and restarted the server, I got rid of this error. Files were then getting
converted to UDCX and were published to the Data Connection library.
Hope
this helps someone.