At Xray, all attachments included in Test Steps and attachments from Execution Results ( like the screenshots, you add as evidence) are stored in a dedicated database. 

Considering the Xray edition you have, you need to take in consideration the following storage limits:

If you want to track your current storage usage, please check Storage, at Jira Settings > Apps > Xray.

Learn more how to manage storage at: Global Settings: Storage