As a guardian or conservator you must file your reports in the court which appointed you.
If your ward moves to a different county than where the appointing court is located, then you may ask the appointing court to "change venue", that is, to transfer the case to a court in the county where the ward is living.
Although you are allowed to change venue, there is no requirement that you do so. You may continue filing your reports in the court that appointed you unless you want to change courts.
The reasons to change courts are because the county where your ward is living is a more convenient place for you to file your reports and for future proceedings regarding your guardianship or conservatorship to be held. In order for the appointing court to grant your request to change courts, it must also be in the best interest of your ward.