In inference view, click on 
within "Inference Result"
A dialog will appear for you to create or choose output directory. Choose or create a new directory to host the output membership maps, click on "Ok" , the selected directory will appear on the "Save Result " text box. Click on "Execute" to start the inference process.
If inference is completed without error, in the result directory you can see the fuzzy membership map and check file (if you choose to create check file) for every soil type that was specified in "Specify Soil Types to be Inferred".