Xray Exploratory App has two different storage locations for its files.
1) Cloud storage (or Web Console)
2) Local Machine
1) Cloud Storage:
It contains all your workspaces that store all the sessions created by the user or the team. You can read more about it here: Web Console Home Page
2) Local Machine:
In this location, the media attached to your sessions are stored:
Windows:
C:\Users\<Username>\AppData\Roaming\Xray Exploratory App\sessionss\userMedia
Mac:
~/Library/Application Support/Xray Exploratory App/sessions/userMedia
For more info about Xray Exploratory App, please visit this link: https://docs.getxray.app/category/xea