When using Premiere Pro, After Effects, Illustrator, or any other Adobe software, newly created projects will default to keeping all files in the same location as the new project.
While the EVO is designed to allow teams to collaborate on projects stored on the server, some of the accompanying files are not suited for sharing over the network.
We (and Adobe) recommend setting scratch disks and the media cache for projects and templates to use local (workstation) storage instead.
This allows the workstation's processor to do a lot of the required heavy lifting, freeing up the network resources for the media, and reduces the load for other concurrent EVO users as well.
This article explains how to set the default location for scratch disks in Premiere.