Save REST response in soapui iteself i.e not to the external file

You can try this way :-

1. Select the request you want to store responses from.
   In the "Request Properties" panel window scroll down to the property "Dump File", and enter a path for "Dump File".

2. And later on you can leverage property expansion to make path dynamic.

This is the only way you can save it. Though it also save the file to your local folder only but it will be dynamic.

And another way is to use the external file to load it using file handle :-

File file = new File("C:\\Users\\avidCoder\\Desktop\\response.txt"); 
BufferedReader br = new BufferedReader(new FileReader(file));