While creating the database the two types of data files such as MDF & LDF will be created in the drive.
If we want to see the data file location of the particular database we can find the location via T-SQL query.
SYNTAX
SP_HELPFILE
EXAMPLE
I just executed the below query to find the location of the adventure works database in my instance.
The above command will return the name of the data files , location and its filegroup etc as shown above.
You can easily identify the location using the above command in your instance.