Depending where your app is running data is either stored in the local database or in a database in the cloud.
To import data please take a look at: https://docs.mendix.com/howto/integration/importing-excel-documents
Exporting data from the app is possible in different ways, see:
Hope this helps you further in your route to learn more about the platform
No, Mendix has taken care of that for you. They created your database locally. You can see it in your local Mendix Studio IDE in the Console view, under Advanced, “Start built-in database viewer”. It is a HSQL-database:
The actual database is stored in your project directory under /deployment/data/database/hsqldb/default
If, during your App-creation, you selected ‘yes’ for Mendix Platform → Enable online services (it’s the default so you probably have), then you can press “Run” in Mendix Studio Pro and it will deploy to the Mendix cloud. See sprintr.mendix.com and you will find all options.