In the new TFS 2015/VSO build, you can save the output to the server or to the good old drop location. If you would like to use the drop location, you will need to remember to specify how you would like the output to be stored. What I mean is that you will have to specify in the build definition the folder structure you would like to create. For example, instead of \\servername\drop, you will need to specify \\servername\drop\$(Build.DefinitionName)\$(Build.BuildNumber)\
There are quite a few system/metadata variables in TFS 2015, but that will be another blog post.
UPDATE: There is now Publish Build Artifact action in new TFS Build that you should use to control where and how your build output is produced.
P.S. : If you're not using new TFS 2015/VSO build system, you should give it a try. It's awesome.