If you are asking how to upload a file to a mendix app, here is some documentation that has a good walk through on how to build that
If not, can you be more specific on what you are trying to accomplish?
If you want to find the files in your local database, you can navigate to your project in file explorer and follow this path
If you want to find a file you uploaded to your application, in your application. Create a page with a datagrid with datasource of the entity you stored your file in. Then you can create a microflow to display the file, or create a page that will display a preview
Ok, in another way, i'm running mendix locally on my device, where i can find my files which i already uploaded?