They should be stored just like the other files. They are in the deployment>data>files folder. But they have only numbers as names. In the database object, this identifier is stored so that you can find them.
Hi Vivek
If you want to know how to get the file locations from the System.FileDocument types, and assuming your using com.mendix.storage.localfilesystem, you can get at the file locations with something like the following:
if(com.mendix.core.Core.getConfiguration().getStorageService()=="com.mendix.storage.localfilesystem"){
var delim="\\";
var __UUI__=someIMendixObject.getValue(someIContext,"__UUID__")
var dir0=__UUID__.substr(0,2);
var dir1=__UUID__.substr(2,2);
var path=com.mendix.core.Core.getConfiguration().getBasePath()+
delim+"data"+delim+"files"+delim+f0+delim+f1+delim+__UUID__;
}else{
}