1. Select Machining tab on left hand side of screen, and then select the Machining group (or the machining operation that is the problem).
2. Down the bottom of that left hand panel should be a window with a list beginning with Main Parameters. Expand that item, and the subitem Approach/Return.
3. You should see a title "Tool change position" and probably no entry beside it. Left click that title and then enter your preferred position for all three axes or just the z axis.
For a newbie, it sounds like you have done well to get a machining operation working without any help. And perchance you have not found the help that is available on-line, there are some good videos on using SC located on the Tormach website (and for free). SC is a very powerful and feature rich CAM, but the learning curve has been made much easier by the Tormach videos.
Also there is Sprut UK website that offers a much wider range of video topics for a modest monthly access fee.