Any time you create a database in SQL Server, two files are created. One is the data file, and the other is the transaction log file.
The location of these files will depend on whether or not you explicitly specify a location for these files when you create the database. If not, they will be created in the default location.
You can find the default location with the following code:
SELECT SERVERPROPERTY('InstanceDefaultDataPath') AS 'Data Files', SERVERPROPERTY('InstanceDefaultLogPath') AS 'Log Files'