xml validation ---- file system of PI ???

hi all ,

i read the xml validation concept of PI7.1 . iam unable to find any practical explanation about the following

"To validate the structure of a PI message payload, you should export the schemas from the ESR and save them in the file system of PI. "

save them in the file system of pi ... where does this mean to be stored ?.

will it be necessary for both the ADAPTER ENGINE & INTEG ENGINE VALIDATION?

Please give any other important aspect of this validation concept which u came across during ur practical implementation

THANKS IN ADVANCE