When you open a GarageBand song in Logic Pro or Logic Express, a folder is created at the same location as the original GarageBand song to hold the corresponding Logic song and all audio files that are needed to play it back. For example, if you have a GarageBand song named "My Hit Song" stored in your GarageBand folder (~/Music/Garageband), Logic will create a folder named "My Hit Song" in that same folder.
If you would rather store the song at another location, choose File > Save as Project in Logic to save the song and all audio files to another location on your computer.