Is possible, but you must have publisher licence.
See where you can find the option (is you have publisher)
qvd.gif 99.1 K
Like in Qlikview its better to make use of a 3 tier architecture even in Qliksense (E T L). So The extraction app will extract the data from the source and create our first level of QVDs and the second level of QVDs are created by the Transformation app. So the app itself helps in creating a refreshed data extract and saves the qvds.
Also the location of the cvd files does not matter. Just refer to the path of the files and that should be suffice.