Finding and saving files on HoloLens works differently than it does on a Windows PC or phone. HoloLens doesn't have an application like File Explorer. So if you create Microsoft Office or other documents on your HoloLens, you'll need to save them to the cloud to use them later. Install and set up OneDrive for an easy way to save docs and other files to the cloud. To get OneDrive, search for it in Microsoft Store on your HoloLens.
Photos and videos that you take on your HoloLens will automatically be saved in the Photos app and synced to OneDrive when the Photos app is open.
If an app saves files on your device, you'll get to them from that app.
App files and data aren't backed up, so they'll be deleted if you uninstall the app or reset your HoloLens. Any files you've saved to OneDrive won't be affected.