bit unsure if Im misunderstanding your question in some ways.
the answer to this depends on storage mechanism and what type of files. Are they flat .xml files or unflatted composite files? Are you using version control or not?
If you are not using version controlled software (Git etc.) and your files are just flat .xml files, then you can check the project properties to determine exactly what directory the files are stored in - or easiest still - just highlight the project root, right click to launch the context menu and select 'Save As' - this will open a windows dialogue to the location of where the project is currently saved.